+333.2%
MNST vs ODFL
+565.4%
-232.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.2% |
| 7D | -6.9% | -5.0% | -1.9% | -5.7% |
| 30D | +3.7% | -6.3% | +10.0% | +5.3% |
| 3M | -0.3% | -18.5% | +18.2% | +4.7% |
| 6M | +5.1% | -12.4% | +17.5% | +7.7% |
| YTD | +18.4% | +9.2% | +9.2% | +13.2% |
| 1Y | +26.3% | +23.0% | +3.3% | +16.4% |
| 3Y | +64.3% | -11.6% | +75.9% | +59.5% |
| 5Y | +96.8% | +0.1% | +96.7% | +76.2% |
| 10Y | +333.2% | +550.8% | -217.6% | +151.8% |
| All | +333.2% | +565.4% | -232.2% | +151.8% |
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