+156.5%
MTZ vs ODFL
-11.4%
+167.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -6.3% | +4.7% | 0.0% |
| 30D | -11.1% | -13.6% | +2.5% | -7.7% |
| 3M | -36.7% | -24.2% | -12.5% | -32.3% |
| 6M | -21.9% | -13.8% | -8.2% | -19.6% |
| YTD | +9.1% | +19.0% | -9.9% | +1.8% |
| 1Y | +30.0% | +25.7% | +4.3% | +19.0% |
| All | +156.5% | -11.4% | +167.9% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling