+507.3%
MDLZ vs ODFL
+34,370.6%
-33,863.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +8.2% | -6.3% | +14.5% | +9.1% |
| 3M | +8.0% | -19.1% | +27.1% | +10.9% |
| 6M | +9.7% | -9.9% | +19.7% | +10.9% |
| YTD | +26.9% | +9.9% | +16.9% | +24.2% |
| 1Y | +20.9% | +24.4% | -3.5% | +16.3% |
| 3Y | +5.3% | -11.0% | +16.3% | +4.1% |
| 5Y | +21.4% | -1.4% | +22.8% | +16.5% |
| 10Y | +105.7% | +555.3% | -449.6% | +54.1% |
| All | +507.3% | +34,370.6% | -33,863.3% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling