+53,398.1%
ORLY vs MTZ
+24,627.9%
+28,770.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.2% | 0.0% |
| 7D | -2.4% | +1.4% | -3.7% | -2.5% |
| 30D | -6.8% | -14.5% | +7.7% | -5.5% |
| 3M | -4.8% | -32.9% | +28.2% | -2.0% |
| 6M | -9.1% | -20.8% | +11.8% | -8.2% |
| YTD | -5.9% | +10.6% | -16.5% | -8.2% |
| 1Y | -20.4% | +27.1% | -47.5% | -23.6% |
| 3Y | +36.6% | +166.1% | -129.6% | +18.9% |
| 5Y | +117.3% | +170.7% | -53.4% | +86.0% |
| 10Y | +362.7% | +752.2% | -389.5% | +240.8% |
| All | +53,398.1% | +24,627.9% | +28,770.2% | +26,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling