+43.4%
MMM vs XPO
+306.2%
-262.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -0.4% | +9.0% | -9.4% | -2.1% |
| 30D | +12.1% | +4.2% | +8.0% | +11.1% |
| 3M | +1.4% | -8.7% | +10.1% | +3.0% |
| 6M | +26.6% | -2.8% | +29.3% | +26.4% |
| YTD | +16.8% | +41.9% | -25.0% | +7.5% |
| 1Y | +10.1% | +42.3% | -32.2% | +1.0% |
| 3Y | +158.4% | +127.3% | +31.2% | +107.1% |
| All | +43.4% | +306.2% | -262.8% | -5.2% |
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