+116.5%
ORLY vs MDB
-22.0%
+138.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.8% |
| 7D | -2.1% | -2.8% | +0.6% | -2.0% |
| 30D | -7.6% | -14.9% | +7.2% | -7.2% |
| 3M | -5.5% | +7.3% | -12.8% | -5.9% |
| 6M | -9.7% | +38.2% | -47.9% | -11.2% |
| YTD | -6.2% | -10.9% | +4.7% | -6.4% |
| 1Y | -18.6% | +11.6% | -30.3% | -19.6% |
| 3Y | +33.8% | -0.9% | +34.7% | +30.8% |
| 5Y | +116.5% | -23.5% | +140.0% | +108.4% |
| All | +116.5% | -22.0% | +138.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling