+145.5%
MLM vs XPO
+1,289.5%
-1,143.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | +9.8% | +4.7% | +5.1% | +8.3% |
| 3M | -5.2% | -7.1% | +1.9% | -3.3% |
| 6M | -10.3% | -6.3% | -4.0% | -9.3% |
| YTD | -15.5% | +39.1% | -54.5% | -24.8% |
| 1Y | -15.0% | +36.7% | -51.7% | -24.2% |
| 3Y | +17.5% | +127.4% | -109.9% | -15.3% |
| 5Y | +30.5% | +315.0% | -284.4% | -26.8% |
| 10Y | +145.5% | +1,263.5% | -1,117.9% | -15.1% |
| All | +145.5% | +1,289.5% | -1,143.9% | -15.1% |
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