+4,632.5%
MCD vs ORLY
+56,632.3%
-51,999.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -1.6% | +2.6% | -4.2% | -2.1% |
| 30D | +14.1% | +6.3% | +7.8% | +12.8% |
| 3M | +0.6% | -0.4% | +1.0% | +0.7% |
| 6M | 0.0% | +2.8% | -2.8% | -0.7% |
| YTD | -9.3% | +1.1% | -10.3% | -9.8% |
| 1Y | -9.3% | -6.3% | -3.0% | -8.5% |
| 3Y | +8.6% | +38.9% | -30.2% | +1.0% |
| 5Y | +21.9% | +113.1% | -91.2% | +3.6% |
| 10Y | +202.8% | +426.2% | -223.4% | +113.3% |
| All | +4,632.5% | +56,632.3% | -51,999.8% | +1,788.8% |
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