+116.0%
MTUM vs OVV
+52.7%
+63.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +4.1% | -3.8% | +7.9% | +4.7% |
| 30D | +0.6% | +1.3% | -0.6% | +0.4% |
| 3M | -0.6% | +14.3% | -15.0% | -3.0% |
| 6M | +25.3% | +21.1% | +4.2% | +20.3% |
| YTD | +23.8% | +66.0% | -42.2% | +11.1% |
| 1Y | +25.4% | +59.3% | -33.9% | +13.0% |
| All | +116.0% | +52.7% | +63.4% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling