+498.8%
MAR vs XPO
+1,266.4%
-767.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | +1.6% | +9.0% | -7.4% | -1.3% |
| 30D | +13.8% | +4.2% | +9.6% | +12.0% |
| 3M | +20.3% | -8.7% | +28.9% | +23.3% |
| 6M | +21.3% | -2.8% | +24.1% | +21.1% |
| YTD | +37.2% | +41.9% | -4.7% | +19.0% |
| 1Y | +48.4% | +42.3% | +6.1% | +28.2% |
| 3Y | +120.1% | +127.3% | -7.1% | +52.4% |
| 5Y | +182.1% | +306.4% | -124.3% | +47.8% |
| All | +498.8% | +1,266.4% | -767.6% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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