+20.4%
MCD vs ODFL
+27.3%
-6.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -6.1% | -13.4% | +7.3% | -4.7% |
| 3M | -7.3% | -24.2% | +16.9% | -4.6% |
| 6M | -20.9% | -3.3% | -17.6% | -21.0% |
| YTD | -14.7% | +19.8% | -34.4% | -17.0% |
| 1Y | -16.1% | +24.5% | -40.6% | -19.0% |
| 3Y | -1.5% | -9.6% | +8.1% | -2.6% |
| 5Y | +20.4% | +28.0% | -7.6% | +9.8% |
| All | +20.4% | +27.3% | -6.8% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling