-10.4%
MDB vs OVV
+46.2%
-56.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.7% | +4.7% |
| 7D | -0.9% | -10.7% | +9.8% | +1.4% |
| 30D | -15.2% | -5.3% | -9.9% | -14.3% |
| 3M | -17.9% | +2.4% | -20.3% | -18.6% |
| 6M | +9.3% | +5.7% | +3.7% | +7.4% |
| YTD | -22.0% | +56.8% | -78.8% | -31.4% |
| 1Y | -9.3% | +59.3% | -68.6% | -21.2% |
| 3Y | -10.4% | +49.0% | -59.4% | -23.9% |
| All | -10.4% | +46.2% | -56.6% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling