+130.3%
MRK vs OVV
+153.1%
-22.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -0.9% | -3.7% | +2.8% | -0.8% |
| 30D | +15.5% | +8.0% | +7.5% | +15.1% |
| 3M | +25.1% | +11.3% | +13.8% | +24.4% |
| 6M | +30.1% | +24.0% | +6.1% | +28.6% |
| YTD | +43.1% | +65.3% | -22.2% | +39.5% |
| 1Y | +82.5% | +60.2% | +22.3% | +77.9% |
| 3Y | +49.3% | +46.9% | +2.4% | +44.7% |
| 5Y | +130.3% | +158.7% | -28.5% | +115.3% |
| All | +130.3% | +153.1% | -22.9% | +115.3% |
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