-33.1%
MKC vs XPO
+257.8%
-290.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -3.4% | -10.4% | +7.0% | -2.8% |
| 3M | +3.8% | -15.7% | +19.5% | +4.8% |
| 6M | -17.9% | -6.3% | -11.6% | -17.7% |
| YTD | -23.6% | +34.2% | -57.8% | -25.3% |
| 1Y | -23.1% | +39.9% | -63.0% | -25.1% |
| 3Y | -31.5% | +155.2% | -186.8% | -37.0% |
| 5Y | -33.1% | +264.7% | -297.8% | -44.0% |
| All | -33.1% | +257.8% | -290.9% | -44.0% |
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 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