+361.0%
ORLY vs MAR
+450.9%
-89.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -2.4% | -0.5% | -1.8% | -2.2% |
| 30D | -6.8% | -5.4% | -1.4% | -5.6% |
| 3M | -4.8% | -15.5% | +10.8% | -1.4% |
| 6M | -9.1% | +3.0% | -12.0% | -9.9% |
| YTD | -5.9% | +8.5% | -14.4% | -8.1% |
| 1Y | -20.4% | +26.0% | -46.4% | -24.9% |
| 3Y | +36.6% | +68.6% | -32.0% | +19.1% |
| 5Y | +117.3% | +157.4% | -40.1% | +69.0% |
| All | +361.0% | +450.9% | -89.9% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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