+1,134.0%
MPC vs ODFL
+732.4%
+401.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +33.8% | -13.4% | +47.2% | +41.1% |
| 3M | +49.9% | -24.2% | +74.0% | +65.8% |
| 6M | +80.9% | -3.3% | +84.3% | +78.9% |
| YTD | +147.4% | +19.8% | +127.7% | +121.8% |
| 1Y | +123.2% | +24.5% | +98.7% | +94.7% |
| 3Y | +171.7% | -9.6% | +181.4% | +161.4% |
| 5Y | +678.6% | +28.0% | +650.5% | +475.5% |
| 10Y | +1,134.0% | +735.3% | +398.8% | +191.8% |
| All | +1,134.0% | +732.4% | +401.6% | +191.8% |
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