-9.3%
MCD vs XPO
+38.7%
-48.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.7% |
| 7D | -1.6% | +9.0% | -10.6% | -2.1% |
| 30D | +14.1% | +4.2% | +10.0% | +13.8% |
| 3M | +0.6% | -8.7% | +9.3% | +1.0% |
| 6M | 0.0% | -2.8% | +2.8% | -0.2% |
| YTD | -9.3% | +41.9% | -51.1% | -13.9% |
| 1Y | -9.3% | +42.3% | -51.6% | -14.4% |
| All | -9.3% | +38.7% | -48.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling