-7.0%
MDB vs ODFL
+23.9%
-30.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +11.6% | +0.6% | +10.9% | +11.4% |
| 30D | -8.9% | -6.3% | -2.6% | -8.5% |
| 3M | -22.4% | -19.1% | -3.3% | -20.9% |
| 6M | +10.1% | -9.9% | +20.0% | +11.5% |
| YTD | -19.0% | +9.9% | -29.0% | -22.8% |
| 1Y | -7.0% | +24.4% | -31.4% | -13.5% |
| All | -7.0% | +23.9% | -30.9% | -13.5% |
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