+56.5%
OVV vs MTB
+172.8%
-116.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -3.8% | +1.1% | -4.9% | -4.6% |
| 30D | +1.3% | -4.6% | +5.9% | +4.8% |
| 3M | +14.3% | +6.3% | +8.1% | +8.1% |
| 6M | +21.1% | +15.6% | +5.5% | +5.9% |
| YTD | +66.0% | +20.6% | +45.5% | +39.4% |
| 1Y | +59.3% | +22.5% | +36.8% | +31.3% |
| 3Y | +47.6% | +114.4% | -66.9% | -26.8% |
| 5Y | +162.0% | +101.9% | +60.1% | +24.5% |
| 10Y | +56.5% | +170.4% | -113.9% | -12.6% |
| All | +56.5% | +172.8% | -116.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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