+40,140.0%
ORLY vs MCO
+7,284.8%
+32,855.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.2% |
| 7D | -2.1% | -7.3% | +5.2% | +0.1% |
| 30D | -7.6% | -1.7% | -5.9% | -7.2% |
| 3M | -5.5% | +3.9% | -9.4% | -6.8% |
| 6M | -9.7% | +3.8% | -13.5% | -11.1% |
| YTD | -6.2% | -7.9% | +1.7% | -4.8% |
| 1Y | -18.6% | -6.8% | -11.8% | -17.9% |
| 3Y | +33.8% | +40.9% | -7.1% | +17.7% |
| 5Y | +116.5% | +27.5% | +89.0% | +92.6% |
| 10Y | +361.0% | +381.4% | -20.4% | +173.4% |
| All | +40,140.0% | +7,284.8% | +32,855.2% | +10,453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling