+6,506.4%
MCD vs ODFL
+29,515.9%
-23,009.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.4% |
| 7D | +7.3% | -5.4% | +12.7% | +7.7% |
| 30D | +20.0% | -7.7% | +27.6% | +20.6% |
| 3M | +3.8% | -20.8% | +24.6% | +5.6% |
| 6M | +3.8% | -15.0% | +18.8% | +4.8% |
| YTD | -5.9% | +7.6% | -13.5% | -6.8% |
| 1Y | -3.2% | +22.7% | -26.0% | -5.2% |
| 3Y | +13.3% | -12.9% | +26.2% | +12.8% |
| 5Y | +25.2% | -0.1% | +25.3% | +22.4% |
| 10Y | +213.3% | +550.4% | -337.1% | +168.4% |
| All | +6,506.4% | +29,515.9% | -23,009.6% | +4,562.3% |
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