+742.9%
MCHP vs OVV
+158.7%
+584.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | -0.1% | +2.3% |
| 7D | -17.5% | +1.2% | -18.8% | -17.7% |
| 30D | -15.8% | -2.5% | -13.3% | -15.4% |
| 3M | -22.9% | +0.5% | -23.3% | -23.2% |
| 6M | -36.6% | +8.5% | -45.0% | -38.4% |
| YTD | -0.8% | +64.5% | -65.3% | -13.2% |
| 1Y | +16.5% | +64.7% | -48.1% | +1.8% |
| 3Y | -13.6% | +54.1% | -67.7% | -23.7% |
| 5Y | -17.0% | +95.4% | -112.4% | -33.2% |
| 10Y | +137.7% | +54.9% | +82.7% | +50.1% |
| All | +742.9% | +158.7% | +584.2% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling