+17,709.7%
ORLY vs MAR
+2,460.4%
+15,249.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -6.7% | -4.7% | -2.0% | -5.3% |
| 3M | -3.8% | -15.6% | +11.8% | +1.0% |
| 6M | -9.0% | +1.2% | -10.2% | -9.7% |
| YTD | -5.6% | +7.5% | -13.1% | -8.5% |
| 1Y | -19.5% | +26.6% | -46.1% | -25.9% |
| 3Y | +34.7% | +66.0% | -31.2% | +11.8% |
| 5Y | +118.0% | +154.1% | -36.0% | +53.8% |
| 10Y | +364.1% | +441.9% | -77.7% | +130.8% |
| All | +17,709.7% | +2,460.4% | +15,249.3% | +4,304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling