+178.8%
MXL vs OVV
+57.6%
+121.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | +33.1% | +6.5% | +26.5% | +30.8% |
| 30D | -33.5% | -2.7% | -30.8% | -32.9% |
| 3M | -20.7% | +3.1% | -23.8% | -21.8% |
| 6M | -35.9% | +12.8% | -48.7% | -38.8% |
| YTD | +238.3% | +68.1% | +170.1% | +186.0% |
| 1Y | +296.2% | +73.6% | +222.6% | +231.6% |
| 3Y | +254.1% | +57.6% | +196.5% | +204.1% |
| 5Y | -14.1% | +104.5% | -118.7% | -32.2% |
| All | +178.8% | +57.6% | +121.1% | +68.7% |
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