-17.3%
MCD vs ODFL
+28.2%
-45.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -6.3% | +3.5% | -2.4% |
| 30D | -6.0% | -13.6% | +7.6% | -5.1% |
| 3M | -5.6% | -24.2% | +18.6% | -3.8% |
| 6M | -21.9% | -13.8% | -8.1% | -21.5% |
| YTD | -14.7% | +19.0% | -33.7% | -17.1% |
| 1Y | -17.3% | +25.7% | -42.9% | -21.2% |
| All | -17.3% | +28.2% | -45.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 1y: compounded portfolio wealth divided by compounded ODFL 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…
1y analysis · Full analysis span regression · 6 months rolling