-40.2%
MDB vs XPO
+311.4%
-351.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | -14.0% | +2.6% | -16.6% | -15.3% |
| 3M | -20.3% | -6.1% | -14.2% | -18.5% |
| 6M | +10.9% | -8.0% | +18.8% | +13.3% |
| YTD | -20.9% | +38.5% | -59.4% | -37.0% |
| 1Y | -11.2% | +35.0% | -46.2% | -29.1% |
| 3Y | -11.9% | +126.5% | -138.4% | -54.4% |
| 5Y | -40.2% | +315.4% | -355.6% | -81.1% |
| All | -40.2% | +311.4% | -351.6% | -81.1% |
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