+104.8%
MMM vs XPO
+159.4%
-54.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -1.6% | +2.7% | -4.3% | -2.1% |
| 30D | -8.0% | -6.2% | -1.8% | -7.1% |
| 3M | +9.4% | -15.4% | +24.8% | +12.3% |
| 6M | +10.2% | +0.7% | +9.5% | +9.4% |
| YTD | +6.1% | +39.8% | -33.7% | -1.0% |
| 1Y | +10.8% | +43.3% | -32.5% | +2.5% |
| 3Y | +104.8% | +166.0% | -61.3% | +65.5% |
| All | +104.8% | +159.4% | -54.6% | +65.5% |
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 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