+58.1%
MP vs OVV
+160.2%
-102.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | -2.9% | +0.3% | -3.1% | -3.0% |
| 30D | +13.8% | +11.7% | +2.1% | +8.8% |
| 3M | -16.7% | +9.8% | -26.5% | -20.6% |
| 6M | -11.5% | +26.6% | -38.1% | -21.7% |
| YTD | +7.9% | +67.0% | -59.1% | -15.6% |
| 1Y | -15.0% | +55.9% | -71.0% | -32.4% |
| 3Y | +153.5% | +45.5% | +108.0% | +99.1% |
| All | +58.1% | +160.2% | -102.0% | -18.0% |
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