+1,991.8%
MCO vs XPO
+9,839.2%
-7,847.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -0.5% | -8.1% | +7.6% | +0.5% |
| 3M | +5.7% | -19.0% | +24.7% | +8.4% |
| 6M | +3.0% | -5.2% | +8.2% | +3.2% |
| YTD | -6.5% | +35.6% | -42.0% | -11.1% |
| 1Y | -5.8% | +41.1% | -46.9% | -11.2% |
| 3Y | +43.1% | +157.9% | -114.8% | +22.2% |
| 5Y | +29.5% | +265.6% | -236.2% | +3.4% |
| 10Y | +388.8% | +1,516.8% | -1,128.0% | +230.6% |
| All | +1,991.8% | +9,839.2% | -7,847.4% | +1,144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling