+5,731.6%
MU vs ORLY
+363.8%
+5,367.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.4% |
| 30D | +7.0% | -6.8% | +13.8% | +9.0% |
| 3M | -2.1% | -4.8% | +2.7% | -1.6% |
| 6M | +133.1% | -9.1% | +142.1% | +135.0% |
| YTD | +241.9% | -5.9% | +247.8% | +240.4% |
| 1Y | +548.8% | -20.4% | +569.2% | +581.6% |
| 3Y | +1,308.2% | +36.6% | +1,271.6% | +1,065.4% |
| 5Y | +1,260.7% | +117.3% | +1,143.4% | +797.4% |
| All | +5,731.6% | +363.8% | +5,367.9% | +3,024.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling