-18.6%
ODFL vs MULL
+2,620.5%
-2,639.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -3.0% |
| 7D | -3.0% | +14.8% | -17.8% | -3.8% |
| 30D | -14.3% | +36.6% | -50.8% | -15.8% |
| 3M | -26.7% | -8.9% | -17.8% | -28.2% |
| 6M | -7.5% | +311.9% | -319.4% | -21.3% |
| YTD | +16.5% | +579.8% | -563.3% | -6.9% |
| 1Y | +23.5% | +2,421.5% | -2,398.0% | -16.7% |
| All | -18.6% | +2,620.5% | -2,639.1% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling