+9,996.4%
MTZ vs ODFL
+30,157.5%
-20,161.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.3% |
| 7D | +16.5% | +0.6% | +15.8% | +16.3% |
| 30D | -10.2% | -6.3% | -3.9% | -9.2% |
| 3M | -34.2% | -19.1% | -15.0% | -31.6% |
| 6M | -56.0% | -9.9% | -46.0% | -55.3% |
| YTD | -14.8% | +9.9% | -24.8% | -17.4% |
| 1Y | -7.2% | +24.4% | -31.6% | -12.3% |
| 3Y | +275.8% | -11.0% | +286.8% | +273.5% |
| 5Y | +93.5% | -1.4% | +94.9% | +86.0% |
| 10Y | +432.7% | +555.3% | -122.6% | +270.9% |
| All | +9,996.4% | +30,157.5% | -20,161.2% | +5,043.6% |
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 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