+31,848.5%
ODFL vs MTB
+5,153.6%
+26,694.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | +5.8% | +1.5% | +4.3% | +5.1% |
| 30D | -5.3% | +2.3% | -7.7% | -6.2% |
| 3M | -19.0% | -12.1% | -6.8% | -14.2% |
| 6M | -7.5% | +9.8% | -17.3% | -11.3% |
| YTD | +11.8% | +12.0% | -0.2% | +6.6% |
| 1Y | +29.7% | +22.0% | +7.6% | +19.2% |
| 3Y | -9.1% | +107.6% | -116.7% | -34.1% |
| 5Y | +0.2% | +61.9% | -61.6% | -21.6% |
| 10Y | +566.3% | +116.3% | +450.0% | +312.4% |
| All | +31,848.5% | +5,153.6% | +26,694.9% | +8,749.3% |
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