+2,902.4%
MTZ vs OVV
+162.8%
+2,739.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +2.7% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | -11.1% | +11.7% | -22.8% | -14.4% |
| 3M | -36.7% | +9.8% | -46.5% | -39.1% |
| 6M | -21.9% | +26.6% | -48.5% | -28.8% |
| YTD | +9.1% | +67.0% | -57.9% | -9.5% |
| 1Y | +30.0% | +55.9% | -26.0% | +9.6% |
| 3Y | +138.5% | +45.5% | +93.0% | +100.7% |
| 5Y | +158.3% | +157.3% | +1.0% | +68.0% |
| 10Y | +700.8% | +65.0% | +635.8% | +310.5% |
| All | +2,902.4% | +162.8% | +2,739.6% | +1,149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling