+1,655.3%
MLM vs XPO
+10,316.6%
-8,661.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.5% | -3.3% | +0.5% |
| 7D | -2.9% | +2.4% | -5.3% | -3.3% |
| 30D | -6.8% | -3.5% | -3.3% | -6.4% |
| 3M | -11.2% | -11.9% | +0.7% | -9.7% |
| 6M | -21.8% | -10.0% | -11.9% | -20.9% |
| YTD | -17.0% | +42.1% | -59.1% | -21.7% |
| 1Y | -16.4% | +47.6% | -64.0% | -21.8% |
| 3Y | +14.5% | +153.6% | -139.1% | -2.9% |
| 5Y | +41.7% | +266.5% | -224.8% | +11.7% |
| 10Y | +200.0% | +1,460.4% | -1,260.4% | +98.4% |
| All | +1,655.3% | +10,316.6% | -8,661.2% | +899.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling