+1,687.2%
MLM vs XPO
+10,095.4%
-8,408.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -5.8% | +0.5% | -6.3% | -5.9% |
| 30D | +9.8% | +4.7% | +5.1% | +9.1% |
| 3M | -5.2% | -7.1% | +1.9% | -4.2% |
| 6M | -10.3% | -6.3% | -4.0% | -9.7% |
| YTD | -15.5% | +39.1% | -54.5% | -20.1% |
| 1Y | -15.0% | +36.7% | -51.7% | -19.5% |
| 3Y | +17.5% | +127.4% | -109.9% | +1.3% |
| 5Y | +30.5% | +315.0% | -284.4% | +1.3% |
| 10Y | +145.5% | +1,263.5% | -1,117.9% | +64.4% |
| All | +1,687.2% | +10,095.4% | -8,408.2% | +920.7% |
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 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