+27.1%
MLM vs XPO
+313.2%
-286.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.0% | +6.9% | -8.9% | -3.8% |
| 30D | +9.5% | +4.1% | +5.4% | +8.2% |
| 3M | -4.7% | -9.7% | +5.0% | -2.2% |
| 6M | -10.7% | -3.8% | -6.9% | -10.4% |
| YTD | -16.6% | +38.8% | -55.3% | -25.1% |
| 1Y | -15.4% | +34.2% | -49.6% | -23.5% |
| 3Y | +15.9% | +126.9% | -111.0% | -14.8% |
| 5Y | +27.1% | +297.5% | -270.3% | -27.4% |
| All | +27.1% | +313.2% | -286.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling