+398.0%
MTZ vs ODFL
+559.8%
-161.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -2.0% |
| 7D | +5.0% | +5.8% | -0.8% | +2.6% |
| 30D | -6.0% | -5.3% | -0.7% | -4.2% |
| 3M | -36.1% | -19.0% | -17.1% | -30.6% |
| 6M | -56.9% | -7.5% | -49.4% | -56.2% |
| YTD | -15.9% | +11.8% | -27.7% | -23.2% |
| 1Y | -3.8% | +29.7% | -33.5% | -18.3% |
| 3Y | +272.3% | -9.1% | +281.4% | +253.1% |
| 5Y | +91.1% | +0.2% | +90.8% | +63.0% |
| All | +398.0% | +559.8% | -161.7% | +27.7% |
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