+153.3%
MP vs OVV
+45.7%
+107.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -2.9% | +0.3% | -3.1% | -3.0% |
| 30D | +13.8% | +11.7% | +2.1% | +10.3% |
| 3M | -16.7% | +9.8% | -26.5% | -19.4% |
| 6M | -11.5% | +26.6% | -38.1% | -19.4% |
| YTD | +7.9% | +67.0% | -59.1% | -11.0% |
| 1Y | -15.0% | +55.9% | -71.0% | -28.8% |
| All | +153.3% | +45.7% | +107.6% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling