-9.1%
MDB vs ODFL
-12.7%
+3.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.6% |
| 7D | -4.5% | -3.0% | -1.5% | -3.6% |
| 30D | -14.0% | -14.3% | +0.3% | -9.4% |
| 3M | +5.3% | -26.7% | +32.0% | +16.5% |
| 6M | +31.9% | -7.5% | +39.4% | +33.1% |
| YTD | -14.6% | +16.5% | -31.1% | -23.1% |
| 1Y | +8.2% | +23.5% | -15.3% | -5.6% |
| All | -9.1% | -12.7% | +3.6% | -7.4% |
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