+205.9%
ORLY vs MP
+450.8%
-244.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | -0.7% | -2.9% | +2.2% | -0.6% |
| 30D | -5.9% | +13.8% | -19.8% | -6.3% |
| 3M | -0.6% | -16.7% | +16.1% | -0.2% |
| 6M | -6.8% | -11.5% | +4.7% | -6.8% |
| YTD | -3.6% | +7.9% | -11.6% | -4.4% |
| 1Y | -16.3% | -15.0% | -1.3% | -16.6% |
| 3Y | +39.1% | +153.5% | -114.4% | +30.6% |
| 5Y | +125.4% | +58.7% | +66.8% | +114.1% |
| All | +205.9% | +450.8% | -244.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling