+343.8%
MTUM vs OVV
+57.3%
+286.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +1.2% | -2.9% | +4.1% | +1.6% |
| 30D | -1.7% | +0.9% | -2.6% | -1.8% |
| 3M | -0.5% | +11.0% | -11.5% | -2.0% |
| 6M | +22.3% | +22.3% | +0.1% | +18.6% |
| YTD | +21.4% | +65.1% | -43.7% | +13.1% |
| 1Y | +20.0% | +53.1% | -33.1% | +12.6% |
| 3Y | +113.0% | +46.7% | +66.2% | +98.1% |
| 5Y | +77.3% | +155.5% | -78.2% | +52.1% |
| All | +343.8% | +57.3% | +286.5% | +238.8% |
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