+40.4%
MXL vs ODFL
+25.4%
+15.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.8% |
| 7D | +18.9% | -3.3% | +22.1% | +20.8% |
| 30D | +0.3% | -15.3% | +15.6% | +9.4% |
| 3M | -8.0% | -27.3% | +19.3% | +7.7% |
| 6M | +341.2% | -4.5% | +345.7% | +336.8% |
| YTD | +327.8% | +15.1% | +312.7% | +273.5% |
| 1Y | +364.9% | +21.1% | +343.8% | +291.6% |
| 3Y | +229.2% | -14.1% | +243.3% | +219.0% |
| All | +40.4% | +25.4% | +15.0% | -5.6% |
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