+143.4%
MLM vs XPO
+1,356.2%
-1,212.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | +10.4% | +2.6% | +7.8% | +9.5% |
| 3M | -3.7% | -6.1% | +2.4% | -2.2% |
| 6M | -10.3% | -8.0% | -2.3% | -8.7% |
| YTD | -14.8% | +38.5% | -53.3% | -24.1% |
| 1Y | -13.9% | +35.0% | -48.9% | -22.9% |
| 3Y | +18.4% | +126.5% | -108.1% | -14.5% |
| 5Y | +31.8% | +315.4% | -283.6% | -26.1% |
| 10Y | +143.4% | +1,272.1% | -1,128.7% | -14.8% |
| All | +143.4% | +1,356.2% | -1,212.8% | -14.8% |
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 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