+349.5%
MTUM vs ODFL
+742.1%
-392.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.8% |
| 30D | -2.4% | -15.3% | +12.8% | +2.8% |
| 3M | -3.6% | -27.3% | +23.7% | +6.2% |
| 6M | +23.7% | -4.5% | +28.2% | +24.1% |
| YTD | +22.9% | +15.1% | +7.8% | +14.8% |
| 1Y | +21.8% | +21.1% | +0.7% | +11.1% |
| 3Y | +114.4% | -14.1% | +128.6% | +112.3% |
| 5Y | +79.6% | +26.6% | +53.0% | +45.6% |
| All | +349.5% | +742.1% | -392.7% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling