-19.5%
ORLY vs MP
-14.3%
-5.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.2% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -6.7% | -0.7% | -6.0% | -6.7% |
| 3M | -3.8% | 0.0% | -3.8% | -3.8% |
| 6M | -9.0% | -10.0% | +0.9% | -9.0% |
| YTD | -5.6% | +7.5% | -13.1% | -6.3% |
| 1Y | -19.5% | -14.0% | -5.5% | -18.5% |
| All | -19.5% | -14.3% | -5.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling