-16.3%
ORLY vs MDT
+5.4%
-21.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.2% |
| 7D | -0.7% | +3.2% | -3.9% | -1.7% |
| 30D | -5.9% | +9.5% | -15.5% | -8.6% |
| 3M | -0.6% | +16.0% | -16.6% | -5.2% |
| 6M | -6.8% | +0.2% | -7.0% | -8.1% |
| YTD | -3.6% | -0.3% | -3.4% | -5.2% |
| 1Y | -16.3% | +4.7% | -21.0% | -19.8% |
| All | -16.3% | +5.4% | -21.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling