+479.8%
MKC vs XPO
+10,152.6%
-9,672.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.3% |
| 7D | -4.3% | +2.7% | -7.0% | -4.5% |
| 30D | -2.0% | -6.2% | +4.2% | -1.8% |
| 3M | +10.0% | -15.4% | +25.4% | +10.7% |
| 6M | -18.5% | +0.7% | -19.3% | -18.6% |
| YTD | -22.4% | +39.8% | -62.3% | -23.7% |
| 1Y | -23.6% | +43.3% | -66.9% | -25.0% |
| 3Y | -30.4% | +166.0% | -196.5% | -33.9% |
| 5Y | -34.2% | +274.2% | -308.4% | -38.9% |
| 10Y | +26.8% | +1,429.0% | -1,402.2% | +11.4% |
| All | +479.8% | +10,152.6% | -9,672.7% | +394.3% |
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 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