+311.3%
MTUM vs OVV
+58.9%
+252.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +6.6% | +8.0% | -1.4% | +5.6% |
| 30D | -10.8% | -2.0% | -8.8% | -10.6% |
| 3M | -13.8% | +5.4% | -19.2% | -14.5% |
| 6M | -10.7% | +14.3% | -25.0% | -12.6% |
| YTD | +9.1% | +69.4% | -60.4% | +1.1% |
| 1Y | +11.4% | +72.4% | -61.0% | +2.9% |
| 3Y | +88.8% | +58.4% | +30.4% | +73.9% |
| 5Y | +51.7% | +106.1% | -54.4% | +32.7% |
| All | +311.3% | +58.9% | +252.4% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling