+26.3%
ODFL vs MLM
+41.9%
-15.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.7% |
| 7D | -6.3% | -2.9% | -3.4% | -4.4% |
| 30D | -13.6% | -6.8% | -6.8% | -9.6% |
| 3M | -24.2% | -11.2% | -12.9% | -18.9% |
| 6M | -13.8% | -21.8% | +8.1% | +0.6% |
| YTD | +19.0% | -17.0% | +36.0% | +32.5% |
| 1Y | +25.7% | -16.4% | +42.0% | +38.9% |
| 3Y | -13.1% | +14.5% | -27.6% | -23.2% |
| All | +26.3% | +41.9% | -15.6% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling