-10.5%
MDB vs ODFL
-11.2%
+0.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.4% |
| 7D | +3.0% | -5.0% | +7.9% | +4.6% |
| 30D | -11.3% | -6.3% | -5.0% | -9.7% |
| 3M | -23.0% | -18.5% | -4.5% | -18.1% |
| 6M | +14.8% | -12.4% | +27.1% | +18.2% |
| YTD | -19.4% | +9.2% | -28.6% | -25.9% |
| 1Y | -9.0% | +23.0% | -31.9% | -20.5% |
| All | -10.5% | -11.2% | +0.7% | -16.2% |
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