-4.3%
MTZ vs OVV
+65.7%
-69.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.9% |
| 7D | +12.9% | +1.2% | +11.6% | +13.0% |
| 30D | -8.5% | -2.5% | -6.0% | -8.7% |
| 3M | -30.6% | +0.5% | -31.1% | -30.2% |
| 6M | -55.1% | +8.5% | -63.6% | -54.3% |
| YTD | -13.0% | +64.5% | -77.4% | -7.0% |
| 1Y | -4.3% | +64.7% | -68.9% | +2.8% |
| All | -4.3% | +65.7% | -69.9% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling