-16.3%
ORLY vs MTZ
+30.9%
-47.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.8% |
| 7D | -0.7% | -1.6% | +0.9% | -0.8% |
| 30D | -5.9% | -11.1% | +5.1% | -6.9% |
| 3M | -0.6% | -36.7% | +36.1% | -4.1% |
| 6M | -6.8% | -21.9% | +15.2% | -8.9% |
| YTD | -3.6% | +9.1% | -12.8% | -2.3% |
| 1Y | -16.3% | +30.0% | -46.3% | -11.2% |
| All | -16.3% | +30.9% | -47.2% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling