+354.7%
MNST vs ODFL
+559.8%
-205.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.5% |
| 7D | +1.6% | +5.8% | -4.2% | +0.1% |
| 30D | +5.1% | -5.3% | +10.4% | +6.4% |
| 3M | -0.5% | -19.0% | +18.5% | +4.7% |
| 6M | +8.1% | -7.5% | +15.6% | +9.3% |
| YTD | +21.2% | +11.8% | +9.4% | +15.1% |
| 1Y | +30.7% | +29.7% | +1.1% | +18.7% |
| 3Y | +67.3% | -9.1% | +76.4% | +61.3% |
| 5Y | +101.9% | +0.2% | +101.6% | +81.1% |
| All | +354.7% | +559.8% | -205.0% | +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