+197.3%
MKSI vs ODFL
-13.7%
+211.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +2.7% | -3.3% | +6.0% | +4.4% |
| 30D | -12.8% | -15.3% | +2.5% | -5.0% |
| 3M | -22.5% | -27.3% | +4.8% | -9.3% |
| 6M | +19.4% | -4.5% | +23.9% | +19.8% |
| YTD | +67.7% | +15.1% | +52.6% | +48.6% |
| 1Y | +131.4% | +21.1% | +110.3% | +97.5% |
| 3Y | +197.3% | -14.1% | +211.4% | +193.0% |
| All | +197.3% | -13.7% | +211.1% | +193.0% |
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