+99.0%
MNST vs ODFL
+1.1%
+97.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.8% |
| 7D | -5.0% | -3.0% | -1.9% | -4.4% |
| 30D | +4.6% | -6.1% | +10.7% | +5.7% |
| 3M | +1.0% | -20.9% | +21.9% | +5.2% |
| 6M | +5.8% | -13.6% | +19.4% | +8.0% |
| YTD | +19.1% | +9.4% | +9.6% | +15.2% |
| 1Y | +30.9% | +22.9% | +8.0% | +23.5% |
| 3Y | +65.7% | -9.8% | +75.5% | +61.6% |
| 5Y | +99.0% | -0.4% | +99.3% | +82.9% |
| All | +99.0% | +1.1% | +97.8% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling