-7.8%
MP vs OVV
+88.6%
-96.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -5.0% |
| 7D | -19.0% | -14.9% | -4.1% | -13.9% |
| 30D | -30.5% | -0.9% | -29.5% | -30.6% |
| 3M | -29.6% | +5.6% | -35.2% | -31.8% |
| 6M | -50.4% | -2.5% | -47.9% | -51.1% |
| YTD | -33.2% | +57.8% | -91.0% | -47.2% |
| 1Y | -38.6% | +70.1% | -108.6% | -53.2% |
| 3Y | +105.5% | +35.1% | +70.3% | +65.5% |
| 5Y | -7.8% | +86.1% | -93.9% | -42.4% |
| All | -7.8% | +88.6% | -96.4% | -42.4% |
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