-24.5%
MDB vs XPO
+262.4%
-287.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +2.1% |
| 7D | -4.5% | -0.9% | -3.6% | -4.3% |
| 30D | -14.0% | -8.1% | -5.9% | -10.7% |
| 3M | +5.3% | -19.0% | +24.4% | +15.4% |
| 6M | +31.9% | -5.2% | +37.1% | +32.0% |
| YTD | -14.6% | +35.6% | -50.2% | -30.5% |
| 1Y | +8.2% | +41.1% | -32.9% | -15.8% |
| 3Y | -5.0% | +157.9% | -162.9% | -54.3% |
| 5Y | -24.5% | +265.6% | -290.2% | -75.4% |
| All | -24.5% | +262.4% | -287.0% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling