+15,808.0%
MA vs ODFL
+3,700.6%
+12,107.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -1.8% | -5.0% | +3.2% | -0.1% |
| 30D | +11.0% | -6.3% | +17.3% | +13.4% |
| 3M | +17.9% | -18.5% | +36.3% | +26.1% |
| 6M | +33.2% | -12.4% | +45.5% | +37.7% |
| YTD | +16.5% | +9.2% | +7.3% | +9.3% |
| 1Y | +19.1% | +23.0% | -3.9% | +6.7% |
| 3Y | +70.6% | -11.6% | +82.2% | +64.5% |
| 5Y | +92.1% | +0.1% | +92.0% | +69.9% |
| 10Y | +569.6% | +550.8% | +18.7% | +180.8% |
| All | +15,808.0% | +3,700.6% | +12,107.4% | +2,845.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling