+592.4%
ODFL vs MOD
+1,005.7%
-413.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.9% | -6.3% | +1.9% |
| 7D | -3.0% | -13.9% | +10.9% | -1.1% |
| 30D | -6.1% | -41.5% | +35.4% | +2.2% |
| 3M | -20.9% | -45.7% | +24.8% | -13.3% |
| 6M | -13.6% | -61.1% | +47.5% | -0.8% |
| YTD | +9.4% | -20.5% | +29.9% | +8.5% |
| 1Y | +22.9% | -32.1% | +55.0% | +24.6% |
| 3Y | -9.8% | +146.5% | -156.3% | -33.4% |
| 5Y | -0.4% | +812.7% | -813.1% | -44.6% |
| 10Y | +592.4% | +966.8% | -374.4% | +245.2% |
| All | +592.4% | +1,005.7% | -413.3% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling