+56,340.4%
ORLY vs MOD
+691.1%
+55,649.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | -1.9% | +8.2% | -10.2% | -3.1% |
| 30D | +4.5% | -38.2% | +42.7% | +10.2% |
| 3M | -2.2% | -46.2% | +44.0% | +4.6% |
| 6M | -0.9% | -62.5% | +61.7% | +9.6% |
| YTD | -0.7% | -20.1% | +19.4% | -2.3% |
| 1Y | -8.7% | -29.7% | +20.9% | -9.1% |
| 3Y | +37.7% | +136.2% | -98.5% | +7.1% |
| 5Y | +110.5% | +820.4% | -709.8% | +27.2% |
| 10Y | +416.8% | +839.8% | -423.0% | +173.4% |
| All | +56,340.4% | +691.1% | +55,649.3% | +22,080.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling