+23,250.6%
ODFL vs MLM
+3,017.4%
+20,233.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.8% |
| 7D | -5.0% | -5.8% | +0.9% | -2.6% |
| 30D | -6.3% | +9.8% | -16.1% | -9.8% |
| 3M | -18.5% | -5.2% | -13.3% | -16.9% |
| 6M | -12.4% | -10.3% | -2.1% | -9.1% |
| YTD | +9.2% | -15.5% | +24.7% | +16.0% |
| 1Y | +23.0% | -15.0% | +38.0% | +30.4% |
| 3Y | -11.6% | +17.5% | -29.1% | -17.3% |
| 5Y | +0.1% | +30.5% | -30.4% | -10.3% |
| 10Y | +550.8% | +145.5% | +405.3% | +331.4% |
| All | +23,250.6% | +3,017.4% | +20,233.2% | +6,745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling