+942.1%
MDB vs ODFL
+400.3%
+541.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.5% |
| 7D | +6.8% | +5.8% | +1.0% | +3.7% |
| 30D | -6.2% | -5.3% | -0.9% | -3.9% |
| 3M | -29.2% | -19.0% | -10.3% | -21.6% |
| 6M | +10.3% | -7.5% | +17.8% | +12.4% |
| YTD | -20.4% | +11.8% | -32.2% | -29.6% |
| 1Y | -4.8% | +29.7% | -34.5% | -23.3% |
| 3Y | -11.6% | -9.1% | -2.4% | -17.1% |
| 5Y | -41.0% | +0.2% | -41.3% | -49.9% |
| All | +942.1% | +400.3% | +541.8% | +283.3% |
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