+27.1%
ODFL vs MDY
+43.9%
-16.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | +0.3% |
| 7D | -2.8% | -2.5% | -0.3% | +0.1% |
| 30D | -13.7% | -5.0% | -8.6% | -8.3% |
| 3M | -23.4% | +0.5% | -23.8% | -23.7% |
| 6M | -7.2% | +8.0% | -15.2% | -14.8% |
| YTD | +15.6% | +12.2% | +3.5% | +2.2% |
| 1Y | +24.2% | +14.0% | +10.2% | +7.7% |
| 3Y | -12.8% | +48.2% | -60.9% | -42.8% |
| 5Y | +27.1% | +46.1% | -18.9% | -14.5% |
| All | +27.1% | +43.9% | -16.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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