-1.6%
ORLY vs MTZ
-14.7%
+13.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.4% | +18.0% | +1.1% |
| 7D | +2.1% | -7.4% | +9.5% | +1.4% |
| 30D | +10.1% | -23.6% | +33.7% | +7.5% |
| 3M | +0.6% | -38.3% | +38.9% | -3.5% |
| 6M | -1.7% | -60.6% | +58.9% | -7.4% |
| YTD | +1.2% | -22.9% | +24.1% | -3.1% |
| 1Y | -1.6% | -14.3% | +12.7% | -4.4% |
| All | -1.6% | -14.7% | +13.1% | -4.4% |
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