+361.0%
ORLY vs MKC
+29.9%
+331.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | -6.8% | -3.1% | -3.7% | -5.8% |
| 3M | -4.8% | +5.2% | -9.9% | -6.6% |
| 6M | -9.1% | -12.8% | +3.7% | -5.1% |
| YTD | -5.9% | -23.3% | +17.4% | +2.3% |
| 1Y | -20.4% | -24.1% | +3.7% | -13.3% |
| 3Y | +36.6% | -32.1% | +68.7% | +53.1% |
| 5Y | +117.3% | -32.8% | +150.1% | +138.8% |
| All | +361.0% | +29.9% | +331.2% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling