+37.0%
MDT vs XPO
+1,516.3%
-1,479.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.4% | -5.7% | +2.2% | -2.5% |
| 30D | +0.2% | -12.8% | +13.0% | +2.4% |
| 3M | +14.3% | -20.0% | +34.2% | +18.2% |
| 6M | +4.0% | -6.0% | +10.0% | +4.4% |
| YTD | -3.7% | +34.0% | -37.7% | -9.4% |
| 1Y | -0.4% | +35.6% | -35.9% | -6.9% |
| 3Y | +23.3% | +152.3% | -129.0% | -1.3% |
| 5Y | -18.9% | +264.4% | -283.2% | -42.0% |
| All | +37.0% | +1,516.3% | -1,479.3% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling