+237.4%
MP vs OVV
+571.8%
-334.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.2% | -5.1% |
| 7D | -19.0% | -14.9% | -4.1% | -14.6% |
| 30D | -30.5% | -0.9% | -29.5% | -30.5% |
| 3M | -29.6% | +5.6% | -35.2% | -31.4% |
| 6M | -50.4% | -2.5% | -47.9% | -50.9% |
| YTD | -33.2% | +57.8% | -91.0% | -44.8% |
| 1Y | -38.6% | +70.1% | -108.6% | -50.8% |
| 3Y | +105.5% | +35.1% | +70.3% | +72.7% |
| 5Y | -7.8% | +86.1% | -93.9% | -31.4% |
| All | +237.4% | +571.8% | -334.4% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling