+67.0%
MDT vs OVV
+57.6%
+9.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -3.7% | +6.5% | -10.2% | -4.3% |
| 30D | +8.6% | -2.7% | +11.2% | +8.7% |
| 3M | +12.2% | +3.1% | +9.0% | +11.6% |
| 6M | +33.7% | +12.8% | +20.9% | +31.5% |
| YTD | +7.8% | +68.1% | -60.3% | +1.2% |
| 1Y | +8.9% | +73.6% | -64.7% | +1.8% |
| 3Y | +57.6% | +57.6% | 0.0% | +46.6% |
| 5Y | -0.7% | +104.5% | -105.2% | -12.9% |
| All | +67.0% | +57.6% | +9.4% | +13.2% |
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