+1,049.8%
MDB vs XPO
+770.5%
+279.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -5.7% |
| 7D | -17.4% | +2.4% | -19.8% | -18.3% |
| 30D | -2.0% | -3.5% | +1.5% | -0.8% |
| 3M | -3.0% | -11.9% | +8.9% | +1.0% |
| 6M | +48.7% | -10.0% | +58.6% | +51.6% |
| YTD | -12.1% | +42.1% | -54.2% | -25.7% |
| 1Y | +14.5% | +47.6% | -33.1% | -6.0% |
| 3Y | -6.1% | +153.6% | -159.7% | -40.8% |
| 5Y | -27.3% | +266.5% | -293.8% | -62.8% |
| All | +1,049.8% | +770.5% | +279.3% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling