+148.0%
MO vs OVV
+84.0%
+64.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.8% |
| 7D | -2.4% | -16.7% | +14.2% | -1.1% |
| 30D | +9.7% | -1.5% | +11.2% | +9.8% |
| 3M | +14.1% | +1.6% | +12.6% | +13.8% |
| 6M | +11.9% | +2.0% | +9.8% | +11.4% |
| YTD | +38.4% | +56.8% | -18.4% | +33.0% |
| 1Y | +41.9% | +64.8% | -22.9% | +35.7% |
| 3Y | +134.5% | +38.3% | +96.2% | +124.6% |
| All | +148.0% | +84.0% | +64.0% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling