+427.5%
ORLY vs MLM
+138.2%
+289.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.6% | -0.9% | +3.4% | +2.8% |
| 30D | +6.3% | +9.0% | -2.7% | +3.7% |
| 3M | -0.4% | -5.6% | +5.1% | +0.9% |
| 6M | +2.8% | -10.7% | +13.5% | +5.2% |
| YTD | +1.1% | -17.2% | +18.2% | +5.3% |
| 1Y | -6.3% | -14.2% | +8.0% | -3.4% |
| 3Y | +38.9% | +15.6% | +23.2% | +29.6% |
| 5Y | +113.1% | +26.2% | +86.8% | +90.5% |
| All | +427.5% | +138.2% | +289.3% | +259.3% |
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