-40.2%
MDB vs OVV
+92.4%
-132.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.9% |
| 7D | -1.0% | -7.3% | +6.3% | +1.0% |
| 30D | -14.0% | -3.6% | -10.4% | -13.3% |
| 3M | -20.3% | -2.6% | -17.7% | -20.1% |
| 6M | +10.9% | +7.6% | +3.3% | +7.7% |
| YTD | -20.9% | +59.6% | -80.5% | -32.6% |
| 1Y | -11.2% | +62.2% | -73.4% | -25.2% |
| 3Y | -11.9% | +49.6% | -61.5% | -26.8% |
| 5Y | -40.2% | +98.9% | -139.1% | -55.4% |
| All | -40.2% | +92.4% | -132.6% | -55.4% |
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