+2,046.0%
MRK vs ODFL
+31,724.5%
-29,678.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.8% |
| 30D | +11.0% | -13.7% | +24.6% | +12.1% |
| 3M | +22.4% | -23.4% | +45.7% | +24.7% |
| 6M | +25.4% | -7.2% | +32.6% | +25.8% |
| YTD | +39.5% | +15.6% | +23.9% | +37.5% |
| 1Y | +78.0% | +24.2% | +53.8% | +74.4% |
| 3Y | +45.5% | -12.8% | +58.3% | +45.0% |
| 5Y | +130.3% | +27.1% | +103.2% | +121.0% |
| 10Y | +229.8% | +739.9% | -510.1% | +176.0% |
| All | +2,046.0% | +31,724.5% | -29,678.5% | +1,341.9% |
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