+535.4%
ODFL vs MOD
+822.6%
-287.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.6% | +16.1% | -15.5% | -2.0% |
| 30D | -6.3% | -38.5% | +32.2% | +1.0% |
| 3M | -19.1% | -46.8% | +27.7% | -11.1% |
| 6M | -9.9% | -61.6% | +51.7% | +3.7% |
| YTD | +9.9% | -20.5% | +30.5% | +9.0% |
| 1Y | +24.4% | -28.0% | +52.4% | +24.8% |
| 3Y | -11.0% | +134.9% | -146.0% | -33.6% |
| 5Y | -1.4% | +833.2% | -834.6% | -45.2% |
| All | +535.4% | +822.6% | -287.2% | +233.2% |
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