+36.6%
ORLY vs MCO
+42.6%
-6.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | 0.0% |
| 7D | -2.4% | -3.8% | +1.4% | -1.5% |
| 30D | -6.8% | -0.4% | -6.4% | -6.7% |
| 3M | -4.8% | +7.7% | -12.5% | -6.5% |
| 6M | -9.1% | +7.0% | -16.1% | -10.7% |
| YTD | -5.9% | -6.4% | +0.5% | -5.1% |
| 1Y | -20.4% | -7.6% | -12.8% | -19.5% |
| 3Y | +36.6% | +43.2% | -6.6% | +23.2% |
| All | +36.6% | +42.6% | -6.0% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 3y: compounded portfolio wealth divided by compounded MCO 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…
3y analysis · Full analysis span regression · 6 months rolling