+37.0%
MDT vs ODFL
+742.1%
-705.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.4% | -3.3% | -0.1% | -2.7% |
| 30D | +0.2% | -15.3% | +15.5% | +3.9% |
| 3M | +14.3% | -27.3% | +41.6% | +22.5% |
| 6M | +4.0% | -4.5% | +8.5% | +4.5% |
| YTD | -3.7% | +15.1% | -18.8% | -8.0% |
| 1Y | -0.4% | +21.1% | -21.4% | -6.3% |
| 3Y | +23.3% | -14.1% | +37.4% | +22.1% |
| 5Y | -18.9% | +26.6% | -45.5% | -31.0% |
| All | +37.0% | +742.1% | -705.1% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling