+821.7%
MDY vs XPO
+10,152.6%
-9,330.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +1.0% | +2.7% | -1.7% | +0.6% |
| 30D | -3.1% | -6.2% | +3.0% | -2.3% |
| 3M | +1.8% | -15.4% | +17.2% | +4.1% |
| 6M | +10.8% | +0.7% | +10.1% | +10.3% |
| YTD | +14.4% | +39.8% | -25.4% | +8.6% |
| 1Y | +15.2% | +43.3% | -28.1% | +8.6% |
| 3Y | +51.2% | +166.0% | -114.9% | +29.0% |
| 5Y | +47.2% | +274.2% | -226.9% | +17.6% |
| 10Y | +171.1% | +1,429.0% | -1,257.9% | +85.4% |
| All | +821.7% | +10,152.6% | -9,330.9% | +442.4% |
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