+34,131.0%
ODFL vs MTB
+5,565.1%
+28,565.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +0.2% | +2.8% | -2.6% | -1.1% |
| 30D | -13.4% | -4.2% | -9.3% | -11.8% |
| 3M | -24.2% | +7.8% | -32.0% | -26.7% |
| 6M | -3.3% | +14.8% | -18.1% | -9.0% |
| YTD | +19.8% | +20.8% | -1.0% | +10.4% |
| 1Y | +24.5% | +23.1% | +1.4% | +13.7% |
| 3Y | -9.6% | +114.8% | -124.5% | -35.7% |
| 5Y | +28.0% | +103.3% | -75.2% | -9.9% |
| 10Y | +735.3% | +173.0% | +562.3% | +364.4% |
| All | +34,131.0% | +5,565.1% | +28,565.9% | +9,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling