+17,333.9%
ORLY vs MET
+1,272.5%
+16,061.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | -6.7% | -1.4% | -5.3% | -6.4% |
| 3M | -3.8% | +12.5% | -16.3% | -6.7% |
| 6M | -9.0% | +37.1% | -46.1% | -15.9% |
| YTD | -5.6% | +23.8% | -29.4% | -10.8% |
| 1Y | -19.5% | +24.1% | -43.6% | -24.1% |
| 3Y | +34.7% | +65.2% | -30.5% | +16.8% |
| 5Y | +118.0% | +82.3% | +35.8% | +82.3% |
| 10Y | +364.1% | +241.6% | +122.5% | +219.9% |
| All | +17,333.9% | +1,272.5% | +16,061.5% | +6,721.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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