+112.3%
ORLY vs MP
-5.6%
+117.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -1.9% |
| 7D | +2.0% | -10.5% | +12.5% | +2.3% |
| 30D | +6.2% | -23.5% | +29.8% | +6.9% |
| 3M | -3.7% | -25.4% | +21.7% | -3.1% |
| 6M | -5.2% | -51.3% | +46.1% | -3.5% |
| YTD | -1.4% | -29.9% | +28.5% | -1.2% |
| 1Y | -5.4% | -31.8% | +26.5% | -5.2% |
| 3Y | +41.0% | +127.0% | -86.0% | +29.9% |
| All | +112.3% | -5.6% | +117.9% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling