+753.2%
MTZ vs ODFL
+716.5%
+36.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | +2.3% | -3.0% | +5.3% | +3.6% |
| 30D | -10.3% | -14.3% | +4.0% | -4.2% |
| 3M | -31.8% | -26.7% | -5.1% | -22.5% |
| 6M | -19.2% | -7.5% | -11.7% | -17.9% |
| YTD | +10.7% | +16.5% | -5.8% | 0.0% |
| 1Y | +37.5% | +23.5% | +14.0% | +20.1% |
| 3Y | +162.4% | -12.1% | +174.4% | +154.9% |
| 5Y | +166.3% | +28.9% | +137.4% | +96.2% |
| 10Y | +753.2% | +746.5% | +6.7% | +96.4% |
| All | +753.2% | +716.5% | +36.6% | +96.4% |
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