+61.6%
MDT vs OVV
+48.9%
+12.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -10.7% | +14.3% | +4.7% |
| 30D | +16.2% | -5.3% | +21.5% | +16.6% |
| 3M | +18.9% | +2.4% | +16.5% | +18.3% |
| 6M | +37.3% | +5.7% | +31.7% | +36.0% |
| YTD | +9.7% | +56.8% | -47.0% | +3.8% |
| 1Y | +15.2% | +59.3% | -44.1% | +8.6% |
| 3Y | +61.8% | +49.0% | +12.8% | +51.4% |
| 5Y | -1.4% | +88.1% | -89.5% | -12.8% |
| 10Y | +61.6% | +42.5% | +19.0% | +10.4% |
| All | +61.6% | +48.9% | +12.7% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling