+129.9%
MRK vs ODFL
+25.4%
+104.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -4.3% | -3.3% | -1.0% | -4.0% |
| 30D | +8.3% | -15.3% | +23.6% | +9.8% |
| 3M | +20.0% | -27.3% | +47.4% | +23.4% |
| 6M | +25.7% | -4.5% | +30.2% | +25.8% |
| YTD | +38.7% | +15.1% | +23.6% | +36.5% |
| 1Y | +74.7% | +21.1% | +53.6% | +70.9% |
| 3Y | +45.4% | -14.1% | +59.5% | +43.6% |
| All | +129.9% | +25.4% | +104.5% | +119.8% |
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 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