+27.7%
ODFL vs MULL
+444.9%
-417.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.8% | +14.7% | +1.1% |
| 7D | +3.5% | -35.9% | +39.4% | +4.1% |
| 30D | 0.0% | -47.3% | +47.3% | +0.9% |
| 3M | -18.1% | -30.6% | +12.5% | -17.9% |
| 6M | -6.4% | +13.7% | -20.1% | -8.1% |
| YTD | +14.9% | +272.1% | -257.2% | +7.7% |
| 1Y | +27.7% | +475.1% | -447.4% | +19.9% |
| All | +27.7% | +444.9% | -417.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling