+719.8%
ODFL vs MTCH
+208.0%
+511.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | -3.3% | +1.3% | -4.5% | -3.6% |
| 30D | -15.3% | +15.9% | -31.2% | -18.3% |
| 3M | -27.3% | +23.3% | -50.6% | -31.1% |
| 6M | -4.5% | +40.1% | -44.6% | -12.4% |
| YTD | +15.1% | +33.6% | -18.4% | +6.7% |
| 1Y | +21.1% | +14.1% | +7.0% | +16.2% |
| 3Y | -14.1% | +1.4% | -15.5% | -17.5% |
| 5Y | +26.6% | -73.1% | +99.7% | +53.2% |
| All | +719.8% | +208.0% | +511.8% | +543.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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