+54,688.5%
ORLY vs MOD
+1,398.4%
+53,290.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | 0.0% |
| 7D | -0.7% | +9.6% | -10.3% | -1.9% |
| 30D | -5.9% | 0.0% | -6.0% | -6.1% |
| 3M | -0.6% | -35.4% | +34.8% | +4.2% |
| 6M | -6.8% | -7.3% | +0.5% | -7.9% |
| YTD | -3.6% | +45.8% | -49.4% | -11.2% |
| 1Y | -16.3% | +43.1% | -59.5% | -23.5% |
| 3Y | +39.1% | +297.7% | -258.5% | +2.2% |
| 5Y | +125.4% | +1,478.8% | -1,353.3% | +28.3% |
| 10Y | +366.5% | +1,633.4% | -1,266.9% | +129.9% |
| All | +54,688.5% | +1,398.4% | +53,290.0% | +19,932.6% |
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