-24.5%
MDB vs ODFL
+25.9%
-50.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +2.1% |
| 7D | -4.5% | -3.0% | -1.5% | -3.1% |
| 30D | -14.0% | -14.3% | +0.3% | -6.9% |
| 3M | +5.3% | -26.7% | +32.0% | +22.7% |
| 6M | +31.9% | -7.5% | +39.4% | +33.7% |
| YTD | -14.6% | +16.5% | -31.1% | -26.2% |
| 1Y | +8.2% | +23.5% | -15.3% | -10.6% |
| 3Y | -5.0% | -12.1% | +7.1% | -8.0% |
| 5Y | -24.5% | +28.9% | -53.5% | -45.1% |
| All | -24.5% | +25.9% | -50.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling