-11.7%
MP vs ODFL
+24.7%
-36.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +3.0% | +0.2% | +2.9% | +3.0% |
| 30D | +8.3% | -13.4% | +21.8% | +8.4% |
| 3M | -3.8% | -24.2% | +20.3% | -3.4% |
| 6M | -4.9% | -3.3% | -1.6% | -5.9% |
| YTD | +9.6% | +19.8% | -10.2% | +13.1% |
| 1Y | -11.7% | +24.5% | -36.2% | -2.7% |
| All | -11.7% | +24.7% | -36.4% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling