+3,357.1%
MRSH vs ODFL
+31,590.6%
-28,233.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -4.8% | -3.3% | -1.5% | -4.4% |
| 30D | -6.3% | -15.3% | +9.0% | -4.7% |
| 3M | +5.8% | -27.3% | +33.1% | +9.3% |
| 6M | +2.8% | -4.5% | +7.3% | +2.9% |
| YTD | -3.1% | +15.1% | -18.3% | -5.0% |
| 1Y | -11.3% | +21.1% | -32.4% | -13.6% |
| 3Y | -5.0% | -14.1% | +9.1% | -5.3% |
| 5Y | +19.2% | +26.6% | -7.4% | +13.3% |
| 10Y | +217.4% | +736.4% | -519.0% | +153.2% |
| All | +3,357.1% | +31,590.6% | -28,233.5% | +2,170.7% |
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