-1.6%
ORLY vs MOD
-33.0%
+31.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.0% | +1.7% |
| 7D | +2.1% | -31.3% | +33.4% | +0.8% |
| 30D | +10.1% | -46.1% | +56.2% | +8.0% |
| 3M | +0.6% | -51.1% | +51.7% | -1.6% |
| 6M | -1.7% | -62.1% | +60.3% | -4.5% |
| YTD | +1.2% | -26.2% | +27.4% | -1.9% |
| 1Y | -1.6% | -32.6% | +31.0% | -4.6% |
| All | -1.6% | -33.0% | +31.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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