+719.8%
ODFL vs MCO
+393.6%
+326.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.3% |
| 7D | -3.3% | -3.8% | +0.5% | -1.2% |
| 30D | -15.3% | -0.4% | -14.9% | -15.3% |
| 3M | -27.3% | +7.7% | -35.0% | -30.8% |
| 6M | -4.5% | +7.0% | -11.5% | -9.2% |
| YTD | +15.1% | -6.4% | +21.6% | +17.1% |
| 1Y | +21.1% | -7.6% | +28.7% | +23.5% |
| 3Y | -14.1% | +43.2% | -57.3% | -33.3% |
| 5Y | +26.6% | +29.6% | -3.0% | +2.2% |
| All | +719.8% | +393.6% | +326.2% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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