+79.1%
MTUM vs ODFL
+25.4%
+53.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.6% |
| 30D | -2.4% | -15.3% | +12.8% | +1.7% |
| 3M | -3.6% | -27.3% | +23.7% | +4.1% |
| 6M | +23.7% | -4.5% | +28.2% | +24.1% |
| YTD | +22.9% | +15.1% | +7.8% | +16.5% |
| 1Y | +21.8% | +21.1% | +0.7% | +13.3% |
| 3Y | +114.4% | -14.1% | +128.6% | +113.4% |
| All | +79.1% | +25.4% | +53.8% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling