+181.2%
MLM vs XPO
+1,334.3%
-1,153.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -4.1% | -6.7% | +2.5% | -2.1% |
| 30D | +8.2% | -1.9% | +10.1% | +8.7% |
| 3M | -3.6% | -9.9% | +6.3% | -0.8% |
| 6M | -15.6% | -16.4% | +0.8% | -11.6% |
| YTD | -16.4% | +30.2% | -46.6% | -24.2% |
| 1Y | -14.3% | +29.9% | -44.2% | -22.5% |
| 3Y | +19.3% | +122.6% | -103.3% | -13.5% |
| 5Y | +29.6% | +278.9% | -249.3% | -25.4% |
| All | +181.2% | +1,334.3% | -1,153.1% | -3.7% |
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