+166.4%
MTZ vs ODFL
+27.3%
+139.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | -9.6% | -13.4% | +3.8% | -5.6% |
| 3M | -31.9% | -24.2% | -7.8% | -26.3% |
| 6M | -13.8% | -3.3% | -10.5% | -13.9% |
| YTD | +13.3% | +19.8% | -6.5% | +4.5% |
| 1Y | +39.3% | +24.5% | +14.8% | +26.4% |
| 3Y | +168.3% | -9.6% | +178.0% | +162.5% |
| 5Y | +166.4% | +28.0% | +138.4% | +114.6% |
| All | +166.4% | +27.3% | +139.1% | +114.6% |
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