+53,398.1%
ORLY vs MRSH
+2,454.3%
+50,943.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -4.8% | +2.4% | -0.5% |
| 30D | -6.8% | -6.3% | -0.4% | -4.4% |
| 3M | -4.8% | +5.8% | -10.6% | -6.9% |
| 6M | -9.1% | +2.8% | -11.9% | -10.5% |
| YTD | -5.9% | -3.1% | -2.8% | -5.6% |
| 1Y | -20.4% | -11.3% | -9.1% | -17.6% |
| 3Y | +36.6% | -5.0% | +41.6% | +37.2% |
| 5Y | +117.3% | +19.2% | +98.1% | +99.1% |
| 10Y | +362.7% | +217.4% | +145.3% | +194.3% |
| All | +53,398.1% | +2,454.3% | +50,943.7% | +16,953.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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