+245.3%
MDT vs OVV
+162.8%
+82.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | +3.2% | +0.3% | +3.0% | +3.2% |
| 30D | +9.5% | +11.7% | -2.2% | +8.0% |
| 3M | +16.0% | +9.8% | +6.2% | +14.4% |
| 6M | +0.2% | +26.6% | -26.4% | -3.2% |
| YTD | -0.3% | +67.0% | -67.3% | -7.1% |
| 1Y | +4.7% | +55.9% | -51.2% | -1.8% |
| 3Y | +26.5% | +45.5% | -19.0% | +17.6% |
| 5Y | -18.2% | +157.3% | -175.5% | -31.8% |
| 10Y | +40.0% | +65.0% | -25.0% | +0.9% |
| All | +245.3% | +162.8% | +82.5% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling