+53,560.1%
ORLY vs MDT
+3,934.2%
+49,625.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -6.7% | +2.8% | -9.4% | -7.4% |
| 3M | -3.8% | +13.1% | -16.9% | -7.2% |
| 6M | -9.0% | +2.3% | -11.4% | -9.9% |
| YTD | -5.6% | -2.7% | -2.9% | -5.3% |
| 1Y | -19.5% | +0.9% | -20.3% | -20.1% |
| 3Y | +34.7% | +26.8% | +7.9% | +24.3% |
| 5Y | +118.0% | -19.5% | +137.5% | +125.3% |
| 10Y | +364.1% | +40.6% | +323.5% | +306.0% |
| All | +53,560.1% | +3,934.2% | +49,625.9% | +25,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling