+36.1%
ORLY vs MDT
+25.9%
+10.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.1% | -1.6% | -0.6% | -1.8% |
| 30D | -7.6% | +1.0% | -8.7% | -7.8% |
| 3M | -5.5% | +15.2% | -20.7% | -8.5% |
| 6M | -9.7% | +3.7% | -13.4% | -11.0% |
| YTD | -6.2% | -3.0% | -3.3% | -6.5% |
| 1Y | -18.6% | +2.5% | -21.1% | -19.7% |
| All | +36.1% | +25.9% | +10.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling