-90.4%
MARA vs ORLY
+1,119.9%
-1,210.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -1.5% | -2.1% | +0.7% | -0.9% |
| 30D | +18.1% | -7.6% | +25.7% | +20.6% |
| 3M | -9.4% | -5.5% | -4.0% | -8.8% |
| 6M | +33.4% | -9.7% | +43.1% | +36.0% |
| YTD | +27.3% | -6.2% | +33.5% | +28.8% |
| 1Y | -27.9% | -18.6% | -9.3% | -24.2% |
| 3Y | +4.8% | +33.8% | -29.1% | -7.3% |
| 5Y | -68.0% | +116.5% | -184.6% | -75.6% |
| 10Y | -74.7% | +361.0% | -435.7% | -82.2% |
| All | -90.4% | +1,119.9% | -1,210.4% | -93.1% |
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