-13.7%
ODFL vs MCO
+40.3%
-54.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -2.8% | -7.3% | +4.5% | +0.4% |
| 30D | -13.7% | -1.7% | -12.0% | -13.2% |
| 3M | -23.4% | +3.9% | -27.3% | -25.2% |
| 6M | -7.2% | +3.8% | -11.0% | -9.5% |
| YTD | +15.6% | -7.9% | +23.5% | +18.8% |
| 1Y | +24.2% | -6.8% | +31.0% | +26.3% |
| All | -13.7% | +40.3% | -54.1% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling