+3,091.3%
MCO vs OVV
+166.6%
+2,924.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | +0.5% | +8.0% | -7.5% | -1.0% |
| 30D | +9.8% | -2.0% | +11.9% | +10.0% |
| 3M | +4.3% | +5.4% | -1.2% | +2.7% |
| 6M | +16.5% | +14.3% | +2.2% | +12.4% |
| YTD | +0.1% | +69.4% | -69.3% | -11.4% |
| 1Y | +4.4% | +72.4% | -67.9% | -8.0% |
| 3Y | +51.6% | +58.4% | -6.8% | +32.5% |
| 5Y | +36.7% | +106.1% | -69.4% | +7.7% |
| 10Y | +455.7% | +59.6% | +396.0% | +241.0% |
| All | +3,091.3% | +166.6% | +2,924.7% | +1,841.6% |
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