+18.5%
MLM vs XPO
+155.9%
-137.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.3% | 0.0% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | -6.8% | -3.5% | -3.3% | -6.1% |
| 3M | -11.2% | -11.9% | +0.7% | -8.8% |
| 6M | -21.8% | -10.0% | -11.9% | -20.4% |
| YTD | -17.0% | +42.1% | -59.1% | -24.7% |
| 1Y | -16.4% | +47.6% | -64.0% | -25.4% |
| All | +18.5% | +155.9% | -137.3% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling