+514.9%
MKSI vs ODFL
+742.1%
-227.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +2.7% | -3.3% | +6.0% | +4.8% |
| 30D | -12.8% | -15.3% | +2.5% | -3.1% |
| 3M | -22.5% | -27.3% | +4.8% | -5.9% |
| 6M | +19.4% | -4.5% | +23.9% | +20.2% |
| YTD | +67.7% | +15.1% | +52.6% | +46.1% |
| 1Y | +131.4% | +21.1% | +110.3% | +92.7% |
| 3Y | +197.3% | -14.1% | +211.4% | +200.0% |
| 5Y | +87.0% | +26.6% | +60.4% | +37.8% |
| All | +514.9% | +742.1% | -227.2% | +45.2% |
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 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