+27,712.7%
ODFL vs MDY
+2,644.5%
+25,068.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | +0.2% | +1.0% | -0.9% | -0.7% |
| 30D | -13.4% | -3.1% | -10.3% | -11.1% |
| 3M | -24.2% | +1.8% | -26.0% | -25.2% |
| 6M | -3.3% | +10.8% | -14.1% | -11.0% |
| YTD | +19.8% | +14.4% | +5.3% | +7.8% |
| 1Y | +24.5% | +15.2% | +9.3% | +11.5% |
| 3Y | -9.6% | +51.2% | -60.8% | -34.4% |
| 5Y | +28.0% | +47.2% | -19.2% | -3.5% |
| 10Y | +735.3% | +171.1% | +564.1% | +282.7% |
| All | +27,712.7% | +2,644.5% | +25,068.2% | +6,031.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling