+40,538.4%
ORLY vs MDY
+2,589.7%
+37,948.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | 0.0% |
| 7D | -2.1% | -2.5% | +0.4% | -0.5% |
| 30D | -7.6% | -5.0% | -2.6% | -4.5% |
| 3M | -5.5% | +0.5% | -5.9% | -6.0% |
| 6M | -9.7% | +8.0% | -17.7% | -14.6% |
| YTD | -6.2% | +12.2% | -18.4% | -13.7% |
| 1Y | -18.6% | +14.0% | -32.6% | -26.2% |
| 3Y | +33.8% | +48.2% | -14.3% | -1.2% |
| 5Y | +116.5% | +46.1% | +70.5% | +57.6% |
| 10Y | +361.0% | +173.8% | +187.3% | +108.4% |
| All | +40,538.4% | +2,589.7% | +37,948.7% | +4,307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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