-21.9%
ODFL vs MULL
+1,230.7%
-1,252.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.8% | +1.9% |
| 7D | +5.8% | +24.5% | -18.7% | +4.6% |
| 30D | -5.3% | -35.5% | +30.2% | -4.2% |
| 3M | -19.0% | -44.8% | +25.8% | -17.7% |
| 6M | -7.5% | -45.5% | +38.0% | -9.5% |
| YTD | +11.8% | +232.5% | -220.8% | -8.6% |
| 1Y | +29.7% | +343.3% | -313.6% | +2.1% |
| All | -21.9% | +1,230.7% | -1,252.6% | -52.5% |
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