+33,922.3%
ODFL vs MOD
+2,771.6%
+31,150.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.8% |
| 7D | -6.3% | +9.6% | -15.9% | -8.1% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -24.2% | -35.4% | +11.2% | -18.2% |
| 6M | -13.8% | -7.3% | -6.5% | -14.5% |
| YTD | +19.0% | +45.8% | -26.8% | +6.4% |
| 1Y | +25.7% | +43.1% | -17.5% | +11.2% |
| 3Y | -13.1% | +297.7% | -310.8% | -42.2% |
| 5Y | +26.7% | +1,478.8% | -1,452.1% | -39.5% |
| 10Y | +721.5% | +1,633.4% | -911.9% | +228.6% |
| All | +33,922.3% | +2,771.6% | +31,150.7% | +9,814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling