-7.6%
MCO vs XPO
+39.1%
-46.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.8% | -5.7% | +1.9% | -3.5% |
| 30D | -0.4% | -12.8% | +12.4% | +0.3% |
| 3M | +7.7% | -20.0% | +27.7% | +9.0% |
| 6M | +7.0% | -6.0% | +13.0% | +6.7% |
| YTD | -6.4% | +34.0% | -40.5% | -9.4% |
| 1Y | -7.6% | +35.6% | -43.2% | -11.1% |
| All | -7.6% | +39.1% | -46.7% | -11.1% |
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