+40.1%
MA vs ODFL
-11.6%
+51.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +1.4% | -13.4% | +14.8% | +3.7% |
| 3M | +17.7% | -24.2% | +41.9% | +23.0% |
| 6M | +9.7% | -3.3% | +13.0% | +9.1% |
| YTD | +0.5% | +19.8% | -19.3% | -4.6% |
| 1Y | -2.1% | +24.5% | -26.6% | -8.0% |
| 3Y | +40.1% | -9.6% | +49.7% | +36.3% |
| All | +40.1% | -11.6% | +51.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling