+158.7%
OVV vs MKC
-33.2%
+192.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.7% | -4.3% | +0.6% | -3.1% |
| 30D | +8.0% | -2.0% | +10.0% | +8.3% |
| 3M | +11.3% | +10.0% | +1.3% | +9.3% |
| 6M | +24.0% | -18.5% | +42.5% | +28.2% |
| YTD | +65.3% | -22.4% | +87.7% | +72.2% |
| 1Y | +60.2% | -23.6% | +83.8% | +67.1% |
| 3Y | +46.9% | -30.4% | +77.4% | +55.5% |
| 5Y | +158.7% | -34.2% | +192.9% | +207.2% |
| All | +158.7% | -33.2% | +192.0% | +207.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling