+155.0%
OVV vs MTB
+425.5%
-270.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -16.7% | -1.3% | -15.3% | -16.1% |
| 30D | -1.5% | +0.5% | -2.0% | -2.0% |
| 3M | +1.6% | -12.4% | +14.0% | +8.5% |
| 6M | +2.0% | +1.5% | +0.5% | +0.2% |
| YTD | +56.8% | +10.3% | +46.5% | +46.1% |
| 1Y | +64.8% | +22.2% | +42.6% | +45.2% |
| 3Y | +38.3% | +96.9% | -58.7% | -6.9% |
| 5Y | +84.9% | +64.3% | +20.6% | +33.5% |
| 10Y | +54.5% | +137.8% | -83.3% | +8.8% |
| All | +155.0% | +425.5% | -270.4% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling