-14.1%
ODFL vs MTCH
-0.9%
-13.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -3.3% | +1.3% | -4.5% | -3.6% |
| 30D | -15.3% | +15.9% | -31.2% | -18.8% |
| 3M | -27.3% | +23.3% | -50.6% | -31.8% |
| 6M | -4.5% | +40.1% | -44.6% | -14.0% |
| YTD | +15.1% | +33.6% | -18.4% | +4.9% |
| 1Y | +21.1% | +14.1% | +7.0% | +14.8% |
| 3Y | -14.1% | +1.4% | -15.5% | -19.6% |
| All | -14.1% | -0.9% | -13.2% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling