-19.3%
ORLY vs MLM
-17.1%
-2.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.2% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -8.2% | -6.5% | -1.6% | -7.2% |
| 3M | -3.5% | -7.4% | +3.9% | -3.1% |
| 6M | -9.2% | -15.8% | +6.6% | -6.9% |
| YTD | -5.8% | -17.4% | +11.6% | -4.1% |
| 1Y | -19.3% | -17.9% | -1.4% | -17.8% |
| All | -19.3% | -17.1% | -2.2% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling