-7.7%
MDB vs XPO
+38.8%
-46.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.1% |
| 7D | -16.5% | +3.5% | -20.0% | -16.5% |
| 30D | -8.6% | +2.8% | -11.4% | -8.5% |
| 3M | -13.6% | -7.5% | -6.1% | -13.4% |
| 6M | +24.1% | -5.9% | +30.0% | +24.8% |
| YTD | -21.8% | +38.4% | -60.1% | -14.3% |
| 1Y | -7.7% | +33.7% | -41.4% | +1.2% |
| All | -7.7% | +38.8% | -46.5% | +1.2% |
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 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