The WGN Weather Blog explains it:
The unseasonably chilly pattern which has descended on Chicago and the Midwest is being driven by a new round of atmospheric blocking in the arctic. The so-called Greenland block has returned and is predicted by global forecast models to dominate the closing weeks of March and spill over into early April....
Blocking patterns in the arctic, like the one now in place, occur when vast pools of warmer than normal air take up residence aloft. As the planet's arctic regions have warmed, these blocking patterns have occurred with increasing frequency and with a variety of impacts felt to the south in the mid-latitudes.
Climate researchers point to the growing volatility of mid-latitude weather as examples of the sorts of changes which may be expected to become more frequent in years and decades to come as additional warming takes place.
The vast reservoir of warmer than normal air aloft, which currently covers much of the arctic, extends from northern Russia across the North Pole and into Northeast Canada. Such pools of warmer than normal air act to dislodge the frigid air indigenous to the arctic, sending the chill cascading southward into portions of the Lower 48.
Yesterday Chicago got all the way up to -4°C, fully 33°C colder than the first day of spring last year. The arctic, however, is a little warmer. Climate-change deniers are therefore reminded, one hopes, of the difference between weather and climate.