+10.5%
MCD vs XPO
+122.0%
-111.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.1% | -6.7% | +13.8% | +7.4% |
| 30D | +19.8% | -1.9% | +21.7% | +19.8% |
| 3M | +0.8% | -9.9% | +10.7% | +1.1% |
| 6M | -1.3% | -16.4% | +15.1% | -0.7% |
| YTD | -7.8% | +30.2% | -37.9% | -9.0% |
| 1Y | -5.0% | +29.9% | -34.8% | -6.3% |
| 3Y | +10.5% | +122.6% | -112.1% | +3.4% |
| All | +10.5% | +122.0% | -111.4% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling