+959.5%
MDB vs XPO
+750.2%
+209.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +11.6% | +6.9% | +4.7% | +8.9% |
| 30D | -8.9% | +4.1% | -13.0% | -10.4% |
| 3M | -22.4% | -9.7% | -12.7% | -19.8% |
| 6M | +10.1% | -3.8% | +13.9% | +10.3% |
| YTD | -19.0% | +38.8% | -57.8% | -31.2% |
| 1Y | -7.0% | +34.2% | -41.2% | -20.5% |
| 3Y | -9.8% | +126.9% | -136.8% | -40.5% |
| 5Y | -40.1% | +297.5% | -337.5% | -69.9% |
| All | +959.5% | +750.2% | +209.3% | +364.7% |
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