+398.0%
MTZ vs OVV
+58.9%
+339.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.5% |
| 7D | +5.0% | +8.0% | -3.1% | +2.8% |
| 30D | -6.0% | -2.0% | -4.0% | -5.5% |
| 3M | -36.1% | +5.4% | -41.5% | -37.3% |
| 6M | -56.9% | +14.3% | -71.1% | -59.0% |
| YTD | -15.9% | +69.4% | -85.3% | -29.3% |
| 1Y | -3.8% | +72.4% | -76.2% | -19.8% |
| 3Y | +272.3% | +58.4% | +213.9% | +212.0% |
| 5Y | +91.1% | +106.1% | -15.0% | +40.2% |
| All | +398.0% | +58.9% | +339.2% | +180.3% |
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 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