+24.5%
ODFL vs MOD
+40.7%
-16.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +0.2% | +6.3% | -6.2% | -0.7% |
| 30D | -13.4% | -1.7% | -11.8% | -13.3% |
| 3M | -24.2% | -30.1% | +5.9% | -20.8% |
| 6M | -3.3% | +2.7% | -6.0% | -5.0% |
| YTD | +19.8% | +44.1% | -24.3% | +15.1% |
| 1Y | +24.5% | +38.7% | -14.2% | +20.7% |
| All | +24.5% | +40.7% | -16.2% | +20.7% |
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