+117.6%
ORLY vs MPC
+684.6%
-567.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.5% |
| 7D | -2.3% | +3.9% | -6.2% | -2.7% |
| 30D | -8.2% | +33.8% | -41.9% | -10.4% |
| 3M | -3.5% | +49.9% | -53.4% | -6.9% |
| 6M | -9.2% | +80.9% | -90.1% | -14.1% |
| YTD | -5.8% | +147.4% | -153.3% | -13.9% |
| 1Y | -19.3% | +123.2% | -142.5% | -25.5% |
| 3Y | +34.4% | +171.7% | -137.3% | +19.5% |
| All | +117.6% | +684.6% | -567.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling