+118.0%
ORLY vs MMM
+24.9%
+93.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | -1.0% | -2.6% | +1.6% | -0.6% |
| 30D | -6.7% | -9.3% | +2.6% | -5.0% |
| 3M | -3.8% | +5.6% | -9.4% | -4.7% |
| 6M | -9.0% | +9.5% | -18.5% | -10.5% |
| YTD | -5.6% | +4.1% | -9.8% | -6.6% |
| 1Y | -19.5% | +9.4% | -28.9% | -21.1% |
| 3Y | +34.7% | +101.0% | -66.2% | +16.9% |
| 5Y | +118.0% | +26.1% | +91.9% | +123.8% |
| All | +118.0% | +24.9% | +93.1% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 5y: compounded portfolio wealth divided by compounded MMM 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…
5y analysis · Full analysis span regression · 6 months rolling