+678.6%
MPC vs ODFL
+27.3%
+651.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +33.8% | -13.4% | +47.2% | +37.7% |
| 3M | +49.9% | -24.2% | +74.0% | +58.5% |
| 6M | +80.9% | -3.3% | +84.3% | +79.9% |
| YTD | +147.4% | +19.8% | +127.7% | +132.8% |
| 1Y | +123.2% | +24.5% | +98.7% | +107.0% |
| 3Y | +171.7% | -9.6% | +181.4% | +166.2% |
| 5Y | +678.6% | +28.0% | +650.5% | +599.5% |
| All | +678.6% | +27.3% | +651.3% | +599.5% |
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