+181.3%
MCD vs ODFL
+716.5%
-535.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.4% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | -6.7% | -14.3% | +7.5% | -4.2% |
| 3M | -9.6% | -26.7% | +17.2% | -4.6% |
| 6M | -22.3% | -7.5% | -14.8% | -21.8% |
| YTD | -15.4% | +16.5% | -32.0% | -18.9% |
| 1Y | -16.8% | +23.5% | -40.3% | -21.4% |
| 3Y | -2.4% | -12.1% | +9.7% | -3.9% |
| 5Y | +19.4% | +28.9% | -9.6% | +2.8% |
| 10Y | +181.3% | +746.5% | -565.2% | +64.5% |
| All | +181.3% | +716.5% | -535.2% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling