+515.6%
ORLY vs MDB
+978.8%
-463.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.1% |
| 7D | -2.3% | -18.0% | +15.7% | -1.2% |
| 30D | -8.2% | -10.7% | +2.6% | -7.7% |
| 3M | -3.5% | +1.0% | -4.5% | -3.9% |
| 6M | -9.2% | +31.6% | -40.8% | -11.5% |
| YTD | -5.8% | -15.2% | +9.3% | -5.9% |
| 1Y | -19.3% | +10.1% | -29.4% | -21.0% |
| 3Y | +34.4% | -5.6% | +40.1% | +29.6% |
| 5Y | +117.8% | -24.5% | +142.4% | +104.8% |
| All | +515.6% | +978.8% | -463.2% | +331.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling