-3.9%
MCD vs ODFL
+32.0%
-35.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.6% | +6.4% |
| 7D | +11.9% | +3.5% | +8.4% | +11.5% |
| 30D | +20.2% | 0.0% | +20.2% | +20.2% |
| 3M | +5.2% | -18.1% | +23.2% | +6.7% |
| 6M | 0.0% | -6.4% | +6.4% | -0.1% |
| YTD | -6.5% | +14.9% | -21.4% | -10.3% |
| 1Y | -3.9% | +27.7% | -31.6% | -10.1% |
| All | -3.9% | +32.0% | -35.9% | -10.1% |
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