-10.9%
MP vs ODFL
+0.3%
-11.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +9.5% | +5.8% | +3.6% | +7.2% |
| 30D | -3.0% | -5.3% | +2.4% | -1.0% |
| 3M | -30.4% | -19.0% | -11.4% | -24.7% |
| 6M | -39.2% | -7.5% | -31.7% | -38.8% |
| YTD | -23.3% | +11.8% | -35.1% | -30.1% |
| 1Y | -32.6% | +29.7% | -62.3% | -43.1% |
| 3Y | +159.3% | -9.1% | +168.4% | +147.6% |
| All | -10.9% | +0.3% | -11.1% | -25.2% |
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