+119.2%
ORLY vs MDT
-19.5%
+138.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.4% | -3.4% | +1.1% | -1.6% |
| 30D | -6.8% | +0.2% | -7.0% | -6.8% |
| 3M | -4.8% | +14.3% | -19.0% | -7.6% |
| 6M | -9.1% | +4.0% | -13.1% | -10.2% |
| YTD | -5.9% | -3.7% | -2.2% | -5.7% |
| 1Y | -20.4% | -0.4% | -20.1% | -20.8% |
| 3Y | +36.6% | +23.3% | +13.3% | +30.0% |
| All | +119.2% | -19.5% | +138.7% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling