+39.1%
MDT vs OVV
+54.2%
-15.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.4% | -3.7% | +4.1% | +0.8% |
| 30D | +6.0% | +8.0% | -2.0% | +5.1% |
| 3M | +15.5% | +11.3% | +4.3% | +14.1% |
| 6M | +3.4% | +24.0% | -20.6% | +0.6% |
| YTD | -2.2% | +65.3% | -67.5% | -7.8% |
| 1Y | +2.6% | +60.2% | -57.6% | -3.2% |
| 3Y | +27.5% | +46.9% | -19.4% | +19.6% |
| 5Y | -20.1% | +158.7% | -178.8% | -31.7% |
| 10Y | +39.1% | +50.8% | -11.8% | -4.1% |
| All | +39.1% | +54.2% | -15.1% | -4.1% |
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