+719.8%
ODFL vs MOH
+264.4%
+455.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | -3.3% | +1.7% | -5.0% | -3.6% |
| 30D | -15.3% | -0.9% | -14.4% | -15.2% |
| 3M | -27.3% | +5.7% | -33.0% | -28.4% |
| 6M | -4.5% | +39.1% | -43.6% | -11.3% |
| YTD | +15.1% | +17.7% | -2.5% | +9.1% |
| 1Y | +21.1% | +8.4% | +12.7% | +16.0% |
| 3Y | -14.1% | -36.6% | +22.5% | -12.0% |
| 5Y | +26.6% | -19.1% | +45.7% | +21.8% |
| All | +719.8% | +264.4% | +455.5% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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