+95.9%
MTZ vs ODFL
+1.1%
+94.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.5% |
| 7D | -2.4% | -3.0% | +0.6% | -1.6% |
| 30D | -11.1% | -6.1% | -5.0% | -9.7% |
| 3M | -30.6% | -20.9% | -9.7% | -25.9% |
| 6M | -54.4% | -13.6% | -40.8% | -52.9% |
| YTD | -13.0% | +9.4% | -22.5% | -18.0% |
| 1Y | -5.7% | +22.9% | -28.6% | -14.6% |
| 3Y | +297.2% | -9.8% | +307.0% | +284.8% |
| 5Y | +95.9% | -0.4% | +96.2% | +69.9% |
| All | +95.9% | +1.1% | +94.8% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling