+361.0%
ORLY vs MXL
+313.4%
+47.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.2% | 0.0% |
| 7D | -2.4% | +18.9% | -21.2% | -3.2% |
| 30D | -6.8% | +0.3% | -7.1% | -7.0% |
| 3M | -4.8% | -8.0% | +3.3% | -5.5% |
| 6M | -9.1% | +341.2% | -350.3% | -20.6% |
| YTD | -5.9% | +327.8% | -333.7% | -17.9% |
| 1Y | -20.4% | +364.9% | -385.3% | -31.4% |
| 3Y | +36.6% | +229.2% | -192.6% | +14.9% |
| 5Y | +117.3% | +42.8% | +74.5% | +95.2% |
| All | +361.0% | +313.4% | +47.7% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling