+95.9%
MTZ vs OVV
+85.0%
+10.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.6% |
| 7D | -2.4% | -10.7% | +8.3% | +0.7% |
| 30D | -11.1% | -5.3% | -5.8% | -9.9% |
| 3M | -30.6% | +2.4% | -33.0% | -31.5% |
| 6M | -54.4% | +5.7% | -60.0% | -55.7% |
| YTD | -13.0% | +56.8% | -69.8% | -25.8% |
| 1Y | -5.7% | +59.3% | -65.0% | -20.2% |
| 3Y | +297.2% | +49.0% | +248.2% | +235.2% |
| 5Y | +95.9% | +88.1% | +7.8% | +51.4% |
| All | +95.9% | +85.0% | +10.9% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling