-16.8%
MCD vs ODFL
+21.5%
-38.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.7% |
| 7D | -2.9% | -3.0% | +0.1% | -2.7% |
| 30D | -6.7% | -14.3% | +7.5% | -5.8% |
| 3M | -9.6% | -26.7% | +17.2% | -7.6% |
| 6M | -22.3% | -7.5% | -14.8% | -22.3% |
| YTD | -15.4% | +16.5% | -32.0% | -17.8% |
| 1Y | -16.8% | +23.5% | -40.3% | -20.7% |
| All | -16.8% | +21.5% | -38.3% | -20.7% |
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