+117.8%
ORLY vs MP
+61.8%
+56.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.3% |
| 7D | -2.3% | +3.0% | -5.4% | -2.4% |
| 30D | -8.2% | +8.3% | -16.5% | -8.4% |
| 3M | -3.5% | -3.8% | +0.3% | -3.5% |
| 6M | -9.2% | -4.9% | -4.3% | -9.4% |
| YTD | -5.8% | +9.6% | -15.4% | -6.6% |
| 1Y | -19.3% | -11.7% | -7.6% | -19.6% |
| 3Y | +34.4% | +158.5% | -124.1% | +25.9% |
| 5Y | +117.8% | +68.9% | +48.9% | +113.2% |
| All | +117.8% | +61.8% | +56.0% | +113.2% |
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