+180.0%
MCD vs XPO
+1,450.2%
-1,270.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -2.0% | +2.7% | -4.7% | -2.3% |
| 30D | -6.1% | -6.2% | 0.0% | -5.6% |
| 3M | -7.3% | -15.4% | +8.1% | -5.7% |
| 6M | -20.9% | +0.7% | -21.7% | -21.3% |
| YTD | -14.7% | +39.8% | -54.5% | -18.5% |
| 1Y | -16.1% | +43.3% | -59.4% | -20.3% |
| 3Y | -1.5% | +166.0% | -167.5% | -15.9% |
| 5Y | +20.4% | +274.2% | -253.7% | -4.8% |
| 10Y | +180.0% | +1,429.0% | -1,249.0% | +84.6% |
| All | +180.0% | +1,450.2% | -1,270.2% | +84.6% |
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