+119.2%
ORLY vs MTB
+104.1%
+15.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -6.8% | -4.8% | -2.0% | -6.0% |
| 3M | -4.8% | +6.0% | -10.7% | -5.7% |
| 6M | -9.1% | +19.6% | -28.7% | -11.7% |
| YTD | -5.9% | +21.5% | -27.4% | -9.1% |
| 1Y | -20.4% | +24.7% | -45.1% | -23.5% |
| 3Y | +36.6% | +108.6% | -72.0% | +19.0% |
| All | +119.2% | +104.1% | +15.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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