+380.3%
MCO vs XPO
+1,516.3%
-1,136.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -5.7% | +1.9% | -2.3% |
| 30D | -0.4% | -12.8% | +12.4% | +3.0% |
| 3M | +7.7% | -20.0% | +27.7% | +13.5% |
| 6M | +7.0% | -6.0% | +13.0% | +7.5% |
| YTD | -6.4% | +34.0% | -40.5% | -15.4% |
| 1Y | -7.6% | +35.6% | -43.2% | -17.4% |
| 3Y | +43.2% | +152.3% | -109.1% | +2.2% |
| 5Y | +29.6% | +264.4% | -234.8% | -21.4% |
| All | +380.3% | +1,516.3% | -1,136.1% | +100.2% |
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