+546.0%
ODFL vs MLM
+138.2%
+407.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +5.8% | -0.9% | +6.7% | +6.3% |
| 30D | -5.3% | +9.0% | -14.4% | -9.3% |
| 3M | -19.0% | -5.6% | -13.4% | -16.9% |
| 6M | -7.5% | -10.7% | +3.2% | -3.3% |
| YTD | +11.8% | -17.2% | +28.9% | +21.1% |
| 1Y | +29.7% | -14.2% | +43.9% | +38.2% |
| 3Y | -9.1% | +15.6% | -24.8% | -15.4% |
| 5Y | +0.2% | +26.2% | -26.0% | -11.4% |
| All | +546.0% | +138.2% | +407.8% | +324.3% |
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