+153.5%
MLM vs XPO
+1,421.2%
-1,267.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +0.6% |
| 7D | -3.8% | -1.9% | -1.9% | -3.3% |
| 30D | +11.0% | +2.5% | +8.5% | +10.1% |
| 3M | -3.1% | -7.2% | +4.1% | -1.1% |
| 6M | -9.8% | -8.1% | -1.7% | -8.2% |
| YTD | -14.4% | +38.3% | -52.7% | -23.7% |
| 1Y | -12.6% | +33.6% | -46.1% | -21.5% |
| 3Y | +19.7% | +133.1% | -113.3% | -14.4% |
| 5Y | +29.8% | +308.9% | -279.2% | -27.0% |
| 10Y | +153.5% | +1,371.8% | -1,218.2% | -16.7% |
| All | +153.5% | +1,421.2% | -1,267.7% | -16.7% |
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