+416.8%
ORLY vs MOD
+915.9%
-499.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | -1.9% | +8.2% | -10.2% | -2.5% |
| 30D | +4.5% | -38.2% | +42.7% | +7.4% |
| 3M | -2.2% | -46.2% | +44.0% | +1.3% |
| 6M | -0.9% | -62.5% | +61.7% | +4.6% |
| YTD | -0.7% | -20.1% | +19.4% | -2.1% |
| 1Y | -8.7% | -29.7% | +20.9% | -9.3% |
| 3Y | +37.7% | +136.2% | -98.5% | +15.4% |
| 5Y | +110.5% | +820.4% | -709.8% | +45.8% |
| 10Y | +416.8% | +839.8% | -423.0% | +231.0% |
| All | +416.8% | +915.9% | -499.1% | +231.0% |
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