+14.5%
MDB vs ODFL
+28.2%
-13.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -17.4% | -6.3% | -11.2% | -16.9% |
| 30D | -2.0% | -13.6% | +11.6% | -0.7% |
| 3M | -3.0% | -24.2% | +21.2% | -1.1% |
| 6M | +48.7% | -13.8% | +62.5% | +49.6% |
| YTD | -12.1% | +19.0% | -31.2% | -15.7% |
| 1Y | +14.5% | +25.7% | -11.2% | +8.5% |
| All | +14.5% | +28.2% | -13.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling