+38.9%
ORLY vs MPC
+203.2%
-164.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +2.6% | +11.2% | -8.7% | +2.3% |
| 30D | +6.3% | -14.5% | +20.8% | +6.8% |
| 3M | -0.4% | +16.7% | -17.1% | -1.1% |
| 6M | +2.8% | +67.6% | -64.8% | +0.5% |
| YTD | +1.1% | +157.9% | -156.9% | -4.0% |
| 1Y | -6.3% | +116.7% | -122.9% | -9.9% |
| 3Y | +38.9% | +199.8% | -160.9% | +30.8% |
| All | +38.9% | +203.2% | -164.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 3y: compounded portfolio wealth divided by compounded MPC 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…
3y analysis · Full analysis span regression · 6 months rolling