+489.2%
MMM vs XPO
+10,052.8%
-9,563.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +7.0% | -1.5% | +8.5% | +7.1% |
| 30D | +18.4% | +2.6% | +15.8% | +18.0% |
| 3M | +4.5% | -6.1% | +10.6% | +5.0% |
| 6M | +33.4% | -8.0% | +41.4% | +34.1% |
| YTD | +20.0% | +38.5% | -18.5% | +15.6% |
| 1Y | +15.0% | +35.0% | -20.0% | +11.0% |
| 3Y | +165.0% | +126.5% | +38.5% | +140.4% |
| 5Y | +47.9% | +315.4% | -267.5% | +25.0% |
| 10Y | +79.6% | +1,272.1% | -1,192.5% | +37.6% |
| All | +489.2% | +10,052.8% | -9,563.6% | +307.3% |
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 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