+624.1%
MRK vs OVV
+162.8%
+461.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | +17.1% | +11.7% | +5.4% | +15.9% |
| 3M | +25.9% | +9.8% | +16.1% | +24.6% |
| 6M | +26.8% | +26.6% | +0.3% | +23.5% |
| YTD | +44.9% | +67.0% | -22.1% | +37.3% |
| 1Y | +84.8% | +55.9% | +28.9% | +76.0% |
| 3Y | +50.1% | +45.5% | +4.6% | +41.9% |
| 5Y | +127.4% | +157.3% | -29.9% | +96.3% |
| 10Y | +240.0% | +65.0% | +175.0% | +165.3% |
| All | +624.1% | +162.8% | +461.3% | +276.0% |
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 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