+442.2%
MTZ vs ODFL
+573.4%
-131.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.7% | -3.6% |
| 7D | -8.7% | -5.4% | -3.3% | -6.6% |
| 30D | -15.0% | -7.7% | -7.3% | -12.4% |
| 3M | -32.6% | -20.8% | -11.8% | -26.1% |
| 6M | -56.3% | -15.0% | -41.3% | -54.0% |
| YTD | -16.8% | +7.6% | -24.4% | -22.9% |
| 1Y | -10.0% | +22.7% | -32.8% | -21.8% |
| 3Y | +267.1% | -12.9% | +280.0% | +254.5% |
| 5Y | +89.9% | -0.1% | +89.9% | +60.8% |
| 10Y | +442.2% | +550.4% | -108.2% | +30.7% |
| All | +442.2% | +573.4% | -131.1% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling