+89.7%
OVV vs MTCH
-73.0%
+162.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -7.3% | +3.7% | -11.0% | -8.1% |
| 30D | -3.6% | -2.8% | -0.8% | -3.3% |
| 3M | -2.6% | +9.3% | -11.9% | -5.0% |
| 6M | +7.6% | +9.2% | -1.6% | +4.3% |
| YTD | +59.6% | +26.5% | +33.1% | +47.9% |
| 1Y | +62.2% | +22.6% | +39.6% | +51.5% |
| 3Y | +49.6% | +40.8% | +8.8% | +29.7% |
| All | +89.7% | -73.0% | +162.6% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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