+287.6%
MP vs OVV
+621.2%
-333.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | +9.5% | +8.0% | +1.4% | +6.7% |
| 30D | -3.0% | -2.0% | -0.9% | -2.6% |
| 3M | -30.4% | +5.4% | -35.8% | -32.1% |
| 6M | -39.2% | +14.3% | -53.5% | -42.9% |
| YTD | -23.3% | +69.4% | -92.7% | -38.1% |
| 1Y | -32.6% | +72.4% | -105.0% | -46.2% |
| 3Y | +159.3% | +58.4% | +100.9% | +106.4% |
| 5Y | -16.4% | +106.1% | -122.6% | -39.7% |
| All | +287.6% | +621.2% | -333.6% | +127.8% |
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