+235.5%
MXL vs OVV
-36.8%
+272.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +6.0% |
| 7D | +1.6% | +0.3% | +1.4% | +1.5% |
| 30D | -7.0% | +11.7% | -18.7% | -10.1% |
| 3M | -33.4% | +9.8% | -43.2% | -35.6% |
| 6M | +260.2% | +26.6% | +233.6% | +233.4% |
| YTD | +260.0% | +67.0% | +192.9% | +207.8% |
| 1Y | +303.5% | +55.9% | +247.5% | +250.4% |
| 3Y | +160.4% | +45.5% | +114.9% | +130.0% |
| 5Y | +14.7% | +157.3% | -142.6% | -13.9% |
| 10Y | +215.6% | +65.0% | +150.6% | +91.3% |
| All | +235.5% | -36.8% | +272.3% | +178.4% |
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 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