+25.7%
ODFL vs MOD
+45.0%
-19.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.5% |
| 7D | -6.3% | +9.6% | -15.9% | -7.4% |
| 30D | -13.6% | 0.0% | -13.6% | -13.7% |
| 3M | -24.2% | -35.4% | +11.2% | -20.0% |
| 6M | -13.8% | -7.3% | -6.5% | -14.2% |
| YTD | +19.0% | +45.8% | -26.8% | +14.3% |
| 1Y | +25.7% | +43.1% | -17.5% | +22.2% |
| All | +25.7% | +45.0% | -19.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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