+444.4%
MTZ vs OVV
+51.8%
+392.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.8% |
| 7D | +12.9% | +1.2% | +11.6% | +12.5% |
| 30D | -8.5% | -2.5% | -6.0% | -7.9% |
| 3M | -30.6% | +0.5% | -31.1% | -31.0% |
| 6M | -55.1% | +8.5% | -63.6% | -56.7% |
| YTD | -13.0% | +64.5% | -77.4% | -26.3% |
| 1Y | -4.3% | +64.7% | -68.9% | -19.1% |
| 3Y | +284.0% | +54.1% | +229.9% | +224.3% |
| 5Y | +97.7% | +95.4% | +2.2% | +47.2% |
| 10Y | +444.4% | +54.9% | +389.5% | +207.0% |
| All | +444.4% | +51.8% | +392.6% | +207.0% |
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 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