+282.4%
MXL vs ODFL
+3,721.6%
-3,439.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.7% | +10.2% | +9.1% |
| 7D | +19.0% | -3.0% | +22.0% | +21.0% |
| 30D | +4.5% | -14.3% | +18.7% | +14.2% |
| 3M | -1.5% | -26.7% | +25.2% | +16.8% |
| 6M | +348.6% | -7.5% | +356.1% | +354.6% |
| YTD | +310.3% | +16.5% | +293.7% | +256.7% |
| 1Y | +344.7% | +23.5% | +321.2% | +270.9% |
| 3Y | +211.2% | -12.1% | +223.3% | +199.1% |
| 5Y | +34.8% | +28.9% | +5.9% | -0.8% |
| 10Y | +286.5% | +746.5% | -459.9% | -6.0% |
| All | +282.4% | +3,721.6% | -3,439.2% | -67.1% |
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