+6,333.8%
MCD vs ODFL
+29,953.1%
-23,619.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | -1.9% | -5.0% | +3.0% | -1.6% |
| 30D | +16.6% | -6.3% | +22.9% | +17.1% |
| 3M | +0.9% | -18.5% | +19.4% | +2.4% |
| 6M | +1.5% | -12.4% | +13.8% | +2.3% |
| YTD | -8.3% | +9.2% | -17.5% | -9.4% |
| 1Y | -8.1% | +23.0% | -31.1% | -10.0% |
| 3Y | +10.3% | -11.6% | +21.9% | +9.8% |
| 5Y | +23.4% | +0.1% | +23.3% | +20.6% |
| 10Y | +205.9% | +550.8% | -344.9% | +162.0% |
| All | +6,333.8% | +29,953.1% | -23,619.3% | +4,435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling