+171.6%
OVV vs MLM
+1,578.3%
-1,406.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.7% |
| 30D | +11.7% | -6.8% | +18.6% | +15.4% |
| 3M | +9.8% | -11.2% | +21.0% | +14.6% |
| 6M | +26.6% | -21.8% | +48.4% | +39.1% |
| YTD | +67.0% | -17.0% | +84.0% | +76.8% |
| 1Y | +55.9% | -16.4% | +72.3% | +63.5% |
| 3Y | +45.5% | +14.5% | +31.0% | +26.1% |
| 5Y | +157.3% | +41.7% | +115.6% | +95.3% |
| 10Y | +65.0% | +200.0% | -135.0% | -6.1% |
| All | +171.6% | +1,578.3% | -1,406.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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