+3,310.1%
MDT vs ODFL
+32,863.2%
-29,553.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +6.0% | -13.4% | +19.4% | +7.2% |
| 3M | +15.5% | -24.2% | +39.7% | +18.0% |
| 6M | +3.4% | -3.3% | +6.7% | +3.5% |
| YTD | -2.2% | +19.8% | -21.9% | -3.9% |
| 1Y | +2.6% | +24.5% | -21.9% | +0.4% |
| 3Y | +27.5% | -9.6% | +37.2% | +26.8% |
| 5Y | -20.1% | +28.0% | -48.1% | -23.2% |
| 10Y | +39.1% | +735.3% | -696.2% | +17.9% |
| All | +3,310.1% | +32,863.2% | -29,553.1% | +2,225.2% |
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