+27.1%
ODFL vs MKC
-33.9%
+61.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | -2.8% | -2.8% | 0.0% | -2.0% |
| 30D | -13.7% | -3.4% | -10.3% | -12.9% |
| 3M | -23.4% | +3.8% | -27.1% | -24.3% |
| 6M | -7.2% | -17.9% | +10.8% | -2.4% |
| YTD | +15.6% | -23.6% | +39.3% | +23.4% |
| 1Y | +24.2% | -23.1% | +47.3% | +32.0% |
| 3Y | -12.8% | -31.5% | +18.8% | -3.7% |
| 5Y | +27.1% | -33.1% | +60.2% | +49.6% |
| All | +27.1% | -33.9% | +61.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 5y: compounded portfolio wealth divided by compounded MKC 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…
5y analysis · Full analysis span regression · 6 months rolling