+199.5%
MCHP vs ODFL
+742.1%
-542.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | 0.0% | -3.3% | +3.3% | +2.0% |
| 30D | -6.0% | -15.3% | +9.2% | +3.7% |
| 3M | -19.7% | -27.3% | +7.6% | -3.2% |
| 6M | +14.0% | -4.5% | +18.5% | +15.0% |
| YTD | +18.4% | +15.1% | +3.3% | +4.5% |
| 1Y | +17.1% | +21.1% | -4.0% | -0.3% |
| 3Y | +0.7% | -14.1% | +14.8% | +1.6% |
| 5Y | +5.1% | +26.6% | -21.5% | -21.9% |
| All | +199.5% | +742.1% | -542.7% | -13.4% |
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