+517,622.1%
MNST vs ODFL
+32,662.3%
+484,959.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -6.5% | -6.3% | -0.2% | -5.8% |
| 30D | -7.2% | -13.6% | +6.4% | -5.7% |
| 3M | -1.0% | -24.2% | +23.2% | +2.0% |
| 6M | +11.5% | -13.8% | +25.3% | +13.0% |
| YTD | +14.3% | +19.0% | -4.7% | +11.4% |
| 1Y | +38.1% | +25.7% | +12.4% | +33.5% |
| 3Y | +55.0% | -13.1% | +68.1% | +54.2% |
| 5Y | +79.6% | +26.7% | +53.0% | +69.8% |
| 10Y | +241.8% | +721.5% | -479.7% | +166.8% |
| All | +517,622.1% | +32,662.3% | +484,959.9% | +289,641.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling