+211.3%
MCD vs XPO
+1,421.2%
-1,209.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.5% | +1.1% |
| 7D | +5.9% | -1.9% | +7.9% | +6.1% |
| 30D | +19.6% | +2.5% | +17.2% | +19.3% |
| 3M | +3.3% | -7.2% | +10.4% | +3.9% |
| 6M | +3.5% | -8.1% | +11.5% | +4.0% |
| YTD | -6.1% | +38.3% | -44.5% | -10.3% |
| 1Y | -3.7% | +33.6% | -37.2% | -7.7% |
| 3Y | +13.4% | +133.1% | -119.7% | -1.4% |
| 5Y | +25.2% | +308.9% | -283.8% | -2.4% |
| 10Y | +211.3% | +1,371.8% | -1,160.5% | +111.8% |
| All | +211.3% | +1,421.2% | -1,209.9% | +111.8% |
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