+29.5%
MCO vs OVV
+162.0%
-132.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | -3.1% | -3.8% | +0.6% | -2.7% |
| 30D | -0.5% | +1.3% | -1.8% | -0.7% |
| 3M | +5.7% | +14.3% | -8.6% | +3.4% |
| 6M | +3.0% | +21.1% | -18.1% | -0.5% |
| YTD | -6.5% | +66.0% | -72.5% | -14.4% |
| 1Y | -5.8% | +59.3% | -65.0% | -13.4% |
| 3Y | +43.1% | +47.6% | -4.4% | +30.0% |
| 5Y | +29.5% | +162.0% | -132.5% | +11.3% |
| All | +29.5% | +162.0% | -132.5% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling