+119.2%
ORLY vs MTZ
+168.2%
-49.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | +0.3% |
| 7D | -2.4% | +1.4% | -3.7% | -2.4% |
| 30D | -6.8% | -14.5% | +7.7% | -6.6% |
| 3M | -4.8% | -32.9% | +28.2% | -4.4% |
| 6M | -9.1% | -20.8% | +11.8% | -9.4% |
| YTD | -5.9% | +10.6% | -16.5% | -7.4% |
| 1Y | -20.4% | +27.1% | -47.5% | -22.2% |
| 3Y | +36.6% | +166.1% | -129.6% | +26.9% |
| All | +119.2% | +168.2% | -49.0% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling