+29.7%
ODFL vs MLM
-16.0%
+45.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.4% |
| 3M | -19.0% | -5.6% | -13.4% | -16.6% |
| 6M | -7.5% | -10.7% | +3.2% | -3.0% |
| YTD | +11.8% | -17.2% | +28.9% | +19.6% |
| 1Y | +29.7% | -14.2% | +43.9% | +31.8% |
| All | +29.7% | -16.0% | +45.6% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling