+513.2%
MA vs ODFL
+716.5%
-203.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.3% |
| 7D | -3.5% | -3.0% | -0.5% | -2.5% |
| 30D | +0.8% | -14.3% | +15.0% | +6.0% |
| 3M | +14.8% | -26.7% | +41.5% | +26.8% |
| 6M | +10.0% | -7.5% | +17.5% | +10.9% |
| YTD | -0.1% | +16.5% | -16.6% | -8.3% |
| 1Y | -2.2% | +23.5% | -25.7% | -12.6% |
| 3Y | +39.3% | -12.1% | +51.3% | +34.9% |
| 5Y | +66.3% | +28.9% | +37.4% | +28.4% |
| 10Y | +513.2% | +746.5% | -233.2% | +125.3% |
| All | +513.2% | +716.5% | -203.3% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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