+1,017.5%
MDB vs XPO
+730.6%
+286.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +1.8% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -14.0% | -8.1% | -5.9% | -11.4% |
| 3M | +5.3% | -19.0% | +24.4% | +13.1% |
| 6M | +31.9% | -5.2% | +37.1% | +32.3% |
| YTD | -14.6% | +35.6% | -50.2% | -26.5% |
| 1Y | +8.2% | +41.1% | -32.9% | -9.6% |
| 3Y | -5.0% | +157.9% | -162.9% | -40.5% |
| 5Y | -24.5% | +265.6% | -290.2% | -61.1% |
| All | +1,017.5% | +730.6% | +286.9% | +396.3% |
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