+39.4%
ORLY vs MOD
+331.6%
-292.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.6% |
| 7D | -0.7% | +9.6% | -10.3% | -0.6% |
| 30D | -5.9% | 0.0% | -6.0% | -5.9% |
| 3M | -0.6% | -35.4% | +34.8% | -0.7% |
| 6M | -6.8% | -7.3% | +0.5% | -7.1% |
| YTD | -3.6% | +45.8% | -49.4% | -4.0% |
| 1Y | -16.3% | +43.1% | -59.5% | -16.7% |
| All | +39.4% | +331.6% | -292.2% | +26.3% |
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