+1,319.3%
MU vs ODFL
+27.3%
+1,292.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +7.2% | +0.2% | +7.0% | +7.1% |
| 30D | +14.0% | -13.4% | +27.4% | +21.2% |
| 3M | +5.4% | -24.2% | +29.6% | +18.0% |
| 6M | +170.3% | -3.3% | +173.6% | +170.0% |
| YTD | +250.7% | +19.8% | +230.9% | +213.2% |
| 1Y | +662.1% | +24.5% | +637.6% | +563.1% |
| 3Y | +1,341.2% | -9.6% | +1,350.8% | +1,306.2% |
| 5Y | +1,319.3% | +28.0% | +1,291.3% | +1,017.4% |
| All | +1,319.3% | +27.3% | +1,292.1% | +1,017.4% |
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