+1,025.2%
MKTX vs XPO
+13,080.4%
-12,055.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -0.2% | -1.3% | +1.2% | 0.0% |
| 30D | +0.8% | -10.4% | +11.2% | +1.8% |
| 3M | +41.1% | -15.7% | +56.8% | +43.2% |
| 6M | -9.5% | -6.3% | -3.2% | -9.4% |
| YTD | -8.7% | +34.2% | -42.8% | -12.0% |
| 1Y | -10.0% | +39.9% | -49.9% | -13.8% |
| 3Y | -24.6% | +155.2% | -179.8% | -34.1% |
| 5Y | -60.3% | +264.7% | -325.0% | -67.3% |
| 10Y | +5.0% | +1,500.1% | -1,495.0% | -27.4% |
| All | +1,025.2% | +13,080.4% | -12,055.2% | +488.5% |
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