+4.4%
MCO vs OVV
+75.5%
-71.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.4% |
| 7D | +0.5% | +8.0% | -7.5% | +1.8% |
| 30D | +9.8% | -2.0% | +11.9% | +9.5% |
| 3M | +4.3% | +5.4% | -1.2% | +5.3% |
| 6M | +16.5% | +14.3% | +2.2% | +19.3% |
| YTD | +0.1% | +69.4% | -69.3% | +8.3% |
| 1Y | +4.4% | +72.4% | -67.9% | +12.5% |
| All | +4.4% | +75.5% | -71.0% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling