+49.4%
MDY vs XPO
+153.8%
-104.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.3% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | -3.9% | -8.1% | +4.2% | -2.0% |
| 3M | 0.0% | -19.0% | +19.0% | +4.8% |
| 6M | +8.5% | -5.2% | +13.7% | +9.2% |
| YTD | +13.2% | +35.6% | -22.3% | +3.9% |
| 1Y | +15.0% | +41.1% | -26.1% | +4.0% |
| All | +49.4% | +153.8% | -104.4% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling