+19.4%
MCD vs ORLY
+118.1%
-98.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.9% | -1.0% | -1.8% | -2.6% |
| 30D | -6.7% | -6.7% | -0.1% | -5.0% |
| 3M | -9.6% | -3.8% | -5.7% | -8.8% |
| 6M | -22.3% | -9.0% | -13.3% | -20.6% |
| YTD | -15.4% | -5.6% | -9.8% | -14.6% |
| 1Y | -16.8% | -19.5% | +2.7% | -12.4% |
| 3Y | -2.4% | +34.7% | -37.1% | -10.8% |
| 5Y | +19.4% | +118.0% | -98.7% | -6.6% |
| All | +19.4% | +118.1% | -98.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling