+12,929.5%
ODFL vs MOH
+1,358.8%
+11,570.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.5% |
| 6M | -4.5% | +39.1% | -43.6% | -12.0% |
| YTD | +15.1% | +17.7% | -2.5% | +8.5% |
| 1Y | +21.1% | +8.4% | +12.7% | +15.5% |
| 3Y | -14.1% | -36.6% | +22.5% | -11.9% |
| 5Y | +26.6% | -19.1% | +45.7% | +21.8% |
| 10Y | +736.4% | +262.8% | +473.6% | +445.4% |
| All | +12,929.5% | +1,358.8% | +11,570.7% | +5,090.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling