+2,951.0%
ORLY vs MXL
+286.3%
+2,664.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.5% |
| 7D | -2.1% | +16.6% | -18.8% | -3.1% |
| 30D | -7.6% | +0.5% | -8.1% | -7.9% |
| 3M | -5.5% | -3.6% | -1.8% | -6.8% |
| 6M | -9.7% | +328.0% | -337.7% | -22.8% |
| YTD | -6.2% | +297.8% | -304.1% | -19.6% |
| 1Y | -18.6% | +339.4% | -358.1% | -31.2% |
| 3Y | +33.8% | +201.7% | -167.9% | +10.6% |
| 5Y | +116.5% | +32.8% | +83.8% | +89.1% |
| 10Y | +361.0% | +274.8% | +86.2% | +221.1% |
| All | +2,951.0% | +286.3% | +2,664.7% | +1,926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling