-11.2%
ODFL vs MOD
+137.0%
-148.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.0% |
| 7D | -5.0% | +8.2% | -13.2% | -6.1% |
| 30D | -6.3% | -38.2% | +31.9% | -0.2% |
| 3M | -18.5% | -46.2% | +27.7% | -11.7% |
| 6M | -12.4% | -62.5% | +50.2% | -0.3% |
| YTD | +9.2% | -20.1% | +29.3% | +7.6% |
| 1Y | +23.0% | -29.7% | +52.7% | +23.1% |
| All | -11.2% | +137.0% | -148.3% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling