+51.2%
MMM vs ODFL
+745.7%
-694.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.7% |
| 7D | -3.2% | -2.8% | -0.4% | -2.3% |
| 30D | -10.7% | -13.7% | +3.0% | -6.4% |
| 3M | +4.3% | -23.4% | +27.6% | +13.2% |
| 6M | +5.9% | -7.2% | +13.1% | +7.3% |
| YTD | +3.2% | +15.6% | -12.5% | -3.5% |
| 1Y | +8.0% | +24.2% | -16.2% | -1.9% |
| 3Y | +99.1% | -12.8% | +111.8% | +96.5% |
| 5Y | +25.7% | +27.1% | -1.4% | +3.7% |
| All | +51.2% | +745.7% | -694.5% | -33.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling