-10.5%
MLM vs XPO
+38.8%
-49.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | +9.1% | +3.5% | +5.6% | +8.2% |
| 30D | +14.6% | +2.8% | +11.8% | +13.8% |
| 3M | +0.3% | -7.5% | +7.8% | +2.1% |
| 6M | -7.5% | -5.9% | -1.5% | -6.8% |
| YTD | -10.2% | +38.4% | -48.6% | -17.9% |
| 1Y | -10.5% | +33.7% | -44.2% | -17.8% |
| All | -10.5% | +38.8% | -49.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling