+110.5%
ORLY vs MPC
+586.3%
-475.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.0% |
| 7D | -1.9% | +2.6% | -4.5% | -2.1% |
| 30D | +4.5% | -12.2% | +16.7% | +5.4% |
| 3M | -2.2% | +20.1% | -22.3% | -3.9% |
| 6M | -0.9% | +60.6% | -61.5% | -5.1% |
| YTD | -0.7% | +150.6% | -151.3% | -9.4% |
| 1Y | -8.7% | +104.7% | -113.4% | -15.0% |
| 3Y | +37.7% | +194.5% | -156.8% | +21.0% |
| 5Y | +110.5% | +582.3% | -471.8% | +54.1% |
| All | +110.5% | +586.3% | -475.8% | +54.1% |
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