+494.2%
ODFL vs MGY
+209.8%
+284.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.8% | +1.8% | -4.6% | -3.1% |
| 30D | -13.7% | +6.5% | -20.2% | -14.7% |
| 3M | -23.4% | +0.3% | -23.7% | -23.7% |
| 6M | -7.2% | -2.4% | -4.8% | -7.7% |
| YTD | +15.6% | +29.0% | -13.4% | +8.8% |
| 1Y | +24.2% | +17.0% | +7.1% | +18.9% |
| 3Y | -12.8% | +26.2% | -38.9% | -18.3% |
| 5Y | +27.1% | +92.3% | -65.2% | +9.4% |
| All | +494.2% | +209.8% | +284.4% | +390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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