+66.8%
MET vs ODFL
-13.4%
+80.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | 0.0% | -13.7% | +13.6% | +4.1% |
| 3M | +13.1% | -23.4% | +36.4% | +21.6% |
| 6M | +39.0% | -7.2% | +46.1% | +40.1% |
| YTD | +25.2% | +15.6% | +9.6% | +16.7% |
| 1Y | +25.6% | +24.2% | +1.5% | +13.9% |
| All | +66.8% | -13.4% | +80.2% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling