+224.2%
MDT vs XPO
+9,839.2%
-9,615.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.3% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +2.8% | -8.1% | +10.9% | +3.4% |
| 3M | +13.1% | -19.0% | +32.1% | +14.9% |
| 6M | +2.3% | -5.2% | +7.5% | +2.5% |
| YTD | -2.7% | +35.6% | -38.3% | -5.5% |
| 1Y | +0.9% | +41.1% | -40.2% | -2.5% |
| 3Y | +26.8% | +157.9% | -131.1% | +15.1% |
| 5Y | -19.5% | +265.6% | -285.1% | -30.1% |
| 10Y | +40.6% | +1,516.8% | -1,476.2% | +10.6% |
| All | +224.2% | +9,839.2% | -9,615.0% | +143.9% |
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