+26.0%
MXL vs OVV
+153.1%
-127.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.4% |
| 7D | +15.5% | -3.7% | +19.2% | +17.2% |
| 30D | -11.3% | +8.0% | -19.3% | -14.8% |
| 3M | -16.1% | +11.3% | -27.4% | -21.1% |
| 6M | +323.0% | +24.0% | +299.0% | +275.8% |
| YTD | +281.5% | +65.3% | +216.2% | +194.4% |
| 1Y | +319.3% | +60.2% | +259.1% | +226.2% |
| 3Y | +189.4% | +46.9% | +142.4% | +129.9% |
| 5Y | +26.0% | +158.7% | -132.7% | -16.4% |
| All | +26.0% | +153.1% | -127.1% | -16.4% |
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