+254.1%
MP vs ODFL
+102.1%
+152.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.3% | +6.2% |
| 7D | -10.5% | -4.4% | -6.1% | -9.0% |
| 30D | -23.5% | -6.1% | -17.4% | -21.8% |
| 3M | -25.4% | -21.9% | -3.6% | -18.3% |
| 6M | -51.3% | -17.6% | -33.7% | -48.5% |
| YTD | -29.9% | +5.6% | -35.5% | -34.7% |
| 1Y | -31.8% | +20.5% | -52.4% | -40.6% |
| 3Y | +127.0% | -14.8% | +141.8% | +122.7% |
| 5Y | -3.3% | -3.0% | -0.3% | -17.6% |
| All | +254.1% | +102.1% | +152.0% | +149.8% |
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