+427.5%
ORLY vs MOD
+1,079.7%
-652.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +27.9% | -27.2% | -1.1% |
| 7D | +2.6% | +40.4% | -37.9% | +0.1% |
| 30D | +6.3% | -14.0% | +20.3% | +6.8% |
| 3M | -0.4% | -33.3% | +32.9% | +1.5% |
| 6M | +2.8% | -51.4% | +54.2% | +6.4% |
| YTD | +1.1% | +1.6% | -0.5% | -2.0% |
| 1Y | -6.3% | +5.4% | -11.6% | -9.6% |
| 3Y | +38.9% | +191.0% | -152.1% | +14.7% |
| 5Y | +113.1% | +1,093.1% | -980.1% | +44.7% |
| All | +427.5% | +1,079.7% | -652.1% | +234.0% |
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