+12,837.6%
MTZ vs ODFL
+32,662.2%
-19,824.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -6.3% | +4.7% | -0.4% |
| 30D | -11.1% | -13.6% | +2.5% | -8.5% |
| 3M | -36.7% | -24.2% | -12.5% | -33.4% |
| 6M | -21.9% | -13.8% | -8.2% | -20.1% |
| YTD | +9.1% | +19.0% | -9.9% | +4.5% |
| 1Y | +30.0% | +25.7% | +4.3% | +22.8% |
| 3Y | +138.5% | -13.1% | +151.6% | +138.3% |
| 5Y | +158.3% | +26.7% | +131.7% | +137.5% |
| 10Y | +700.8% | +721.5% | -20.7% | +438.0% |
| All | +12,837.6% | +32,662.2% | -19,824.6% | +6,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling