+41,709.6%
MCHP vs ODFL
+21,823.4%
+19,886.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | +0.3% | -3.0% | +3.4% | +1.0% |
| 30D | -9.8% | -14.3% | +4.5% | -6.9% |
| 3M | -19.7% | -26.7% | +7.0% | -14.5% |
| 6M | +13.6% | -7.5% | +21.0% | +15.0% |
| YTD | +16.5% | +16.5% | 0.0% | +12.3% |
| 1Y | +15.7% | +23.5% | -7.8% | +10.2% |
| 3Y | 0.0% | -12.1% | +12.0% | +1.6% |
| 5Y | +4.4% | +28.9% | -24.5% | -1.3% |
| 10Y | +201.4% | +746.5% | -545.1% | +113.8% |
| All | +41,709.6% | +21,823.4% | +19,886.2% | +18,975.9% |
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