+69.4%
MTZ vs OVV
+88.6%
-19.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.9% | -2.3% | -4.4% |
| 7D | -10.6% | -14.9% | +4.3% | -6.8% |
| 30D | -30.4% | -0.9% | -29.5% | -30.3% |
| 3M | -40.4% | +5.6% | -46.0% | -41.7% |
| 6M | -63.7% | -2.5% | -61.2% | -63.9% |
| YTD | -26.9% | +57.8% | -84.7% | -37.7% |
| 1Y | -20.2% | +70.1% | -90.2% | -33.8% |
| 3Y | +208.1% | +35.1% | +173.0% | +166.5% |
| 5Y | +69.4% | +86.1% | -16.7% | +30.4% |
| All | +69.4% | +88.6% | -19.2% | +30.4% |
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