+13,624.1%
MA vs ORLY
+3,968.0%
+9,656.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.5% |
| 7D | -1.8% | -2.3% | +0.6% | -0.8% |
| 30D | +1.4% | -8.2% | +9.6% | +5.0% |
| 3M | +17.7% | -3.5% | +21.3% | +18.9% |
| 6M | +9.7% | -9.2% | +18.9% | +13.0% |
| YTD | +0.5% | -5.8% | +6.3% | +1.5% |
| 1Y | -2.1% | -19.3% | +17.2% | +5.3% |
| 3Y | +40.1% | +34.4% | +5.7% | +19.7% |
| 5Y | +67.5% | +117.8% | -50.3% | +13.6% |
| 10Y | +505.6% | +356.9% | +148.7% | +185.5% |
| All | +13,624.1% | +3,968.0% | +9,656.1% | +1,933.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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