+160.9%
MMM vs XPO
+128.1%
+32.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.8% | +6.9% | -7.7% | -2.0% |
| 30D | +14.4% | +4.1% | +10.3% | +13.5% |
| 3M | +1.8% | -9.7% | +11.5% | +3.4% |
| 6M | +31.3% | -3.8% | +35.1% | +31.3% |
| YTD | +18.0% | +38.8% | -20.8% | +10.1% |
| 1Y | +10.9% | +34.2% | -23.4% | +3.8% |
| All | +160.9% | +128.1% | +32.8% | +124.3% |
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