-11.9%
MDB vs XPO
+132.3%
-144.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.5% |
| 30D | -14.0% | +2.6% | -16.6% | -14.7% |
| 3M | -20.3% | -6.1% | -14.2% | -19.1% |
| 6M | +10.9% | -8.0% | +18.8% | +12.6% |
| YTD | -20.9% | +38.5% | -59.4% | -31.8% |
| 1Y | -11.2% | +35.0% | -46.2% | -23.3% |
| 3Y | -11.9% | +126.5% | -138.4% | -44.4% |
| All | -11.9% | +132.3% | -144.2% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling