+209.9%
MET vs OVV
+48.9%
+161.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.3% | -10.7% | +12.1% | +4.0% |
| 30D | +4.0% | -5.3% | +9.3% | +5.0% |
| 3M | +4.6% | +2.4% | +2.2% | +3.4% |
| 6M | +32.8% | +5.7% | +27.2% | +29.9% |
| YTD | +32.3% | +56.8% | -24.5% | +16.5% |
| 1Y | +37.1% | +59.3% | -22.1% | +20.1% |
| 3Y | +86.8% | +49.0% | +37.9% | +62.7% |
| 5Y | +87.4% | +88.1% | -0.7% | +45.7% |
| 10Y | +209.9% | +42.5% | +167.4% | +74.4% |
| All | +209.9% | +48.9% | +161.1% | +74.4% |
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