+364.1%
ORLY vs MOD
+1,486.8%
-1,122.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | -1.0% | +3.6% | -4.6% | -1.3% |
| 30D | -6.7% | -2.6% | -4.0% | -6.6% |
| 3M | -3.8% | -33.1% | +29.3% | -1.5% |
| 6M | -9.0% | -7.5% | -1.5% | -9.7% |
| YTD | -5.6% | +39.3% | -44.9% | -9.8% |
| 1Y | -19.5% | +34.3% | -53.7% | -23.3% |
| 3Y | +34.7% | +296.2% | -261.5% | +9.6% |
| 5Y | +118.0% | +1,504.6% | -1,386.5% | +46.2% |
| 10Y | +364.1% | +1,511.5% | -1,147.4% | +182.0% |
| All | +364.1% | +1,486.8% | -1,122.7% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling