+254.1%
MP vs OVV
+567.5%
-313.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.2% |
| 7D | -10.5% | -16.7% | +6.1% | -5.0% |
| 30D | -23.5% | -1.5% | -22.0% | -23.5% |
| 3M | -25.4% | +1.6% | -27.0% | -26.4% |
| 6M | -51.3% | +2.0% | -53.3% | -52.4% |
| YTD | -29.9% | +56.8% | -86.7% | -42.0% |
| 1Y | -31.8% | +64.8% | -96.7% | -44.7% |
| 3Y | +127.0% | +38.3% | +88.7% | +89.1% |
| 5Y | -3.3% | +84.9% | -88.2% | -27.9% |
| All | +254.1% | +567.5% | -313.4% | +113.5% |
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