+501.4%
MTZ vs OVV
+50.1%
+451.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.2% | +9.7% |
| 7D | -6.4% | -16.7% | +10.2% | -1.6% |
| 30D | -22.1% | -1.5% | -20.6% | -21.8% |
| 3M | -32.7% | +1.6% | -34.3% | -33.4% |
| 6M | -59.8% | +2.0% | -61.9% | -60.6% |
| YTD | -19.9% | +56.8% | -76.7% | -31.2% |
| 1Y | -11.5% | +64.8% | -76.3% | -25.3% |
| 3Y | +258.1% | +38.3% | +219.8% | +211.5% |
| 5Y | +85.5% | +84.9% | +0.6% | +40.2% |
| All | +501.4% | +50.1% | +451.3% | +246.6% |
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