+26.5%
MLM vs XPO
+306.2%
-279.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.3% |
| 7D | -0.9% | +9.0% | -9.8% | -3.3% |
| 30D | +9.0% | +4.2% | +4.9% | +7.7% |
| 3M | -5.6% | -8.7% | +3.1% | -3.4% |
| 6M | -10.7% | -2.8% | -7.9% | -10.7% |
| YTD | -17.2% | +41.9% | -59.0% | -26.1% |
| 1Y | -14.2% | +42.3% | -56.5% | -23.7% |
| 3Y | +15.6% | +127.3% | -111.6% | -15.1% |
| All | +26.5% | +306.2% | -279.7% | -28.5% |
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