+53,560.1%
ORLY vs MTB
+3,278.4%
+50,281.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -6.7% | -4.6% | -2.1% | -5.4% |
| 3M | -3.8% | +6.3% | -10.1% | -5.6% |
| 6M | -9.0% | +15.6% | -24.6% | -13.0% |
| YTD | -5.6% | +20.6% | -26.2% | -11.1% |
| 1Y | -19.5% | +22.5% | -42.0% | -24.7% |
| 3Y | +34.7% | +114.4% | -79.7% | +3.7% |
| 5Y | +118.0% | +101.9% | +16.2% | +65.2% |
| 10Y | +364.1% | +170.4% | +193.7% | +198.1% |
| All | +53,560.1% | +3,278.4% | +50,281.7% | +16,584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling