+30,087.6%
ODFL vs MOD
+1,268.9%
+28,818.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -4.5% |
| 7D | -4.4% | -25.5% | +21.1% | +0.6% |
| 30D | -6.1% | -49.0% | +42.9% | +6.2% |
| 3M | -21.9% | -49.8% | +27.9% | -11.9% |
| 6M | -17.6% | -64.8% | +47.2% | -1.7% |
| YTD | +5.6% | -27.6% | +33.3% | +6.9% |
| 1Y | +20.5% | -35.2% | +55.7% | +23.7% |
| 3Y | -14.8% | +137.1% | -151.9% | -38.1% |
| 5Y | -3.0% | +760.3% | -763.3% | -48.4% |
| 10Y | +607.6% | +938.8% | -331.2% | +208.5% |
| All | +30,087.6% | +1,268.9% | +28,818.7% | +9,897.5% |
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