+599.3%
MTUM vs OVV
-5.5%
+604.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.0% |
| 7D | +1.7% | +0.3% | +1.5% | +1.7% |
| 30D | -1.7% | +11.7% | -13.4% | -2.9% |
| 3M | -6.3% | +9.8% | -16.1% | -7.5% |
| 6M | +21.8% | +26.6% | -4.7% | +18.1% |
| YTD | +22.0% | +67.0% | -45.0% | +14.5% |
| 1Y | +25.3% | +55.9% | -30.6% | +18.2% |
| 3Y | +112.1% | +45.5% | +66.6% | +99.2% |
| 5Y | +76.2% | +157.3% | -81.1% | +53.9% |
| 10Y | +340.1% | +65.0% | +275.1% | +240.6% |
| All | +599.3% | -5.5% | +604.9% | +465.3% |
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