+138.8%
MLM vs XPO
+1,266.4%
-1,127.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.4% |
| 7D | -0.9% | +9.0% | -9.8% | -3.4% |
| 30D | +9.0% | +4.2% | +4.9% | +7.6% |
| 3M | -5.6% | -8.7% | +3.1% | -3.2% |
| 6M | -10.7% | -2.8% | -7.9% | -10.7% |
| YTD | -17.2% | +41.9% | -59.0% | -26.8% |
| 1Y | -14.2% | +42.3% | -56.5% | -24.4% |
| 3Y | +15.6% | +127.3% | -111.6% | -16.6% |
| 5Y | +26.2% | +306.4% | -280.2% | -28.7% |
| All | +138.8% | +1,266.4% | -1,127.6% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling