+51.9%
OVV vs MULL
+1,100.2%
-1,048.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.3% | -12.4% | -0.7% |
| 7D | -10.7% | -27.1% | +16.4% | -9.6% |
| 30D | -5.3% | -54.2% | +48.9% | -2.2% |
| 3M | +2.4% | -42.0% | +44.4% | +3.8% |
| 6M | +5.7% | -43.5% | +49.1% | +1.8% |
| YTD | +56.8% | +199.9% | -143.2% | +18.4% |
| 1Y | +59.3% | +292.8% | -233.6% | +12.9% |
| All | +51.9% | +1,100.2% | -1,048.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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