+6,923.6%
MCK vs ODFL
+23,342.4%
-16,418.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.9% | -3.3% | +0.4% | -2.7% |
| 30D | +0.4% | -15.3% | +15.7% | +1.6% |
| 3M | +12.1% | -27.3% | +39.4% | +14.5% |
| 6M | -5.4% | -4.5% | -1.0% | -5.4% |
| YTD | +7.8% | +15.1% | -7.4% | +6.2% |
| 1Y | +22.9% | +21.1% | +1.9% | +20.5% |
| 3Y | +110.7% | -14.1% | +124.8% | +109.8% |
| 5Y | +346.2% | +26.6% | +319.6% | +327.8% |
| 10Y | +440.1% | +736.4% | -296.2% | +359.1% |
| All | +6,923.6% | +23,342.4% | -16,418.8% | +5,648.9% |
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