+495.9%
ORLY vs MGY
+210.4%
+285.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | +3.5% | -5.9% | -2.7% |
| 30D | -6.8% | +5.3% | -12.0% | -7.3% |
| 3M | -4.8% | +2.6% | -7.4% | -5.2% |
| 6M | -9.1% | -3.3% | -5.8% | -9.1% |
| YTD | -5.9% | +29.2% | -35.1% | -8.6% |
| 1Y | -20.4% | +18.0% | -38.4% | -22.1% |
| 3Y | +36.6% | +30.0% | +6.6% | +30.8% |
| 5Y | +117.3% | +92.7% | +24.6% | +93.7% |
| All | +495.9% | +210.4% | +285.5% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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