+356.9%
ORLY vs MLM
+204.6%
+152.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | -2.3% | +1.4% | -3.7% | -2.7% |
| 30D | -8.2% | -6.5% | -1.6% | -6.5% |
| 3M | -3.5% | -7.4% | +3.9% | -1.9% |
| 6M | -9.2% | -15.8% | +6.6% | -5.4% |
| YTD | -5.8% | -17.4% | +11.6% | -1.7% |
| 1Y | -19.3% | -17.9% | -1.4% | -15.7% |
| 3Y | +34.4% | +18.9% | +15.6% | +24.6% |
| 5Y | +117.8% | +43.4% | +74.4% | +88.0% |
| 10Y | +356.9% | +206.2% | +150.7% | +189.9% |
| All | +356.9% | +204.6% | +152.4% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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