+3,109.1%
MPC vs ODFL
+2,100.7%
+1,008.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.1% |
| 7D | -9.4% | -3.0% | -6.4% | -8.3% |
| 30D | -14.3% | -6.1% | -8.2% | -12.4% |
| 3M | +31.1% | -20.9% | +52.0% | +43.5% |
| 6M | +60.3% | -13.6% | +73.9% | +67.6% |
| YTD | +142.5% | +9.4% | +133.1% | +122.7% |
| 1Y | +104.6% | +22.9% | +81.7% | +77.1% |
| 3Y | +191.7% | -9.8% | +201.5% | +176.8% |
| 5Y | +549.2% | -0.4% | +549.6% | +444.1% |
| 10Y | +1,106.2% | +592.4% | +513.8% | +226.7% |
| All | +3,109.1% | +2,100.7% | +1,008.4% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling