+2.7%
MDT vs XPO
+306.2%
-303.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.6% |
| 7D | +1.0% | +9.0% | -7.9% | 0.0% |
| 30D | +9.2% | +4.2% | +5.0% | +8.5% |
| 3M | +14.5% | -8.7% | +23.1% | +15.5% |
| 6M | +37.3% | -2.8% | +40.1% | +37.2% |
| YTD | +9.8% | +41.9% | -32.0% | +4.2% |
| 1Y | +10.5% | +42.3% | -31.8% | +4.7% |
| 3Y | +57.4% | +127.3% | -69.8% | +35.4% |
| All | +2.7% | +306.2% | -303.5% | -22.3% |
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