+41.0%
ORLY vs MLM
+18.7%
+22.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +2.0% | -4.1% | +6.1% | +2.9% |
| 30D | +6.2% | +8.2% | -1.9% | +4.5% |
| 3M | -3.7% | -3.6% | -0.1% | -3.1% |
| 6M | -5.2% | -15.6% | +10.4% | -2.0% |
| YTD | -1.4% | -16.4% | +15.0% | +1.5% |
| 1Y | -5.4% | -14.3% | +9.0% | -3.2% |
| 3Y | +41.0% | +19.3% | +21.7% | +38.1% |
| All | +41.0% | +18.7% | +22.3% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling