-18.2%
MDT vs ODFL
+25.4%
-43.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -3.4% | -3.3% | -0.1% | -2.9% |
| 30D | +0.2% | -15.3% | +15.5% | +2.8% |
| 3M | +14.3% | -27.3% | +41.6% | +20.0% |
| 6M | +4.0% | -4.5% | +8.5% | +4.5% |
| YTD | -3.7% | +15.1% | -18.8% | -6.4% |
| 1Y | -0.4% | +21.1% | -21.4% | -4.2% |
| 3Y | +23.3% | -14.1% | +37.4% | +22.7% |
| All | -18.2% | +25.4% | -43.6% | -29.8% |
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 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