+56.5%
OVV vs MKC
+26.7%
+29.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.8% | -4.3% | +0.5% | -2.9% |
| 30D | +1.3% | -3.1% | +4.4% | +1.9% |
| 3M | +14.3% | +6.8% | +7.5% | +12.3% |
| 6M | +21.1% | -18.3% | +39.5% | +26.0% |
| YTD | +66.0% | -23.1% | +89.1% | +74.7% |
| 1Y | +59.3% | -23.7% | +83.0% | +67.6% |
| 3Y | +47.6% | -31.0% | +78.6% | +57.6% |
| 5Y | +162.0% | -33.5% | +195.5% | +179.5% |
| 10Y | +56.5% | +30.3% | +26.2% | +71.5% |
| All | +56.5% | +26.7% | +29.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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