+719.8%
ODFL vs MTB
+173.8%
+546.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -15.3% | -4.8% | -10.5% | -13.6% |
| 3M | -27.3% | +6.0% | -33.3% | -29.1% |
| 6M | -4.5% | +19.6% | -24.1% | -11.1% |
| YTD | +15.1% | +21.5% | -6.3% | +6.7% |
| 1Y | +21.1% | +24.7% | -3.6% | +11.0% |
| 3Y | -14.1% | +108.6% | -122.7% | -34.9% |
| 5Y | +26.6% | +106.7% | -80.1% | -5.6% |
| All | +719.8% | +173.8% | +546.0% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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