-13.1%
ODFL vs MTB
+112.6%
-125.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -3.0% | +1.1% | -4.1% | -3.7% |
| 30D | -14.3% | -4.6% | -9.6% | -11.7% |
| 3M | -26.7% | +6.3% | -33.0% | -29.6% |
| 6M | -7.5% | +15.6% | -23.1% | -15.6% |
| YTD | +16.5% | +20.6% | -4.0% | +3.9% |
| 1Y | +23.5% | +22.5% | +1.0% | +8.9% |
| All | -13.1% | +112.6% | -125.6% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling