+592.4%
ODFL vs MLM
+167.5%
+424.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.4% |
| 7D | -3.0% | -3.8% | +0.8% | -1.2% |
| 30D | -6.1% | +11.0% | -17.1% | -10.8% |
| 3M | -20.9% | -3.1% | -17.8% | -19.9% |
| 6M | -13.6% | -9.8% | -3.8% | -10.1% |
| YTD | +9.4% | -14.4% | +23.8% | +16.7% |
| 1Y | +22.9% | -12.6% | +35.5% | +29.9% |
| 3Y | -9.8% | +19.7% | -29.5% | -17.4% |
| 5Y | -0.4% | +29.8% | -30.1% | -13.1% |
| 10Y | +592.4% | +153.5% | +438.9% | +342.7% |
| All | +592.4% | +167.5% | +424.9% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling