+20.0%
MTUM vs OVV
+57.8%
-37.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +1.2% | -2.9% | +4.1% | +1.0% |
| 30D | -1.7% | +0.9% | -2.6% | -1.6% |
| 3M | -0.5% | +11.0% | -11.5% | +0.3% |
| 6M | +22.3% | +22.3% | +0.1% | +22.6% |
| YTD | +21.4% | +65.1% | -43.7% | +21.2% |
| 1Y | +20.0% | +53.1% | -33.1% | +19.0% |
| All | +20.0% | +57.8% | -37.8% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling