+41.0%
ORLY vs MOD
+129.2%
-88.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.5% | -1.6% |
| 7D | +2.0% | -25.5% | +27.6% | +1.5% |
| 30D | +6.2% | -49.0% | +55.2% | +5.2% |
| 3M | -3.7% | -49.8% | +46.1% | -4.7% |
| 6M | -5.2% | -64.8% | +59.6% | -6.4% |
| YTD | -1.4% | -27.6% | +26.2% | -2.5% |
| 1Y | -5.4% | -35.2% | +29.8% | -6.4% |
| 3Y | +41.0% | +137.1% | -96.1% | +37.7% |
| All | +41.0% | +129.2% | -88.2% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling