+52.0%
OVV vs MULL
+968.6%
-916.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.1% | -9.8% | -1.1% |
| 7D | -16.7% | -42.7% | +26.0% | -14.5% |
| 30D | -1.5% | -63.8% | +62.3% | +3.0% |
| 3M | +1.6% | -49.0% | +50.6% | +3.7% |
| 6M | +2.0% | -38.2% | +40.2% | -3.4% |
| YTD | +56.8% | +167.0% | -110.2% | +19.2% |
| 1Y | +64.8% | +247.7% | -182.9% | +17.8% |
| All | +52.0% | +968.6% | -916.6% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling