+479.4%
MMM vs XPO
+10,073.3%
-9,593.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.8% | +6.9% | -7.7% | -1.5% |
| 30D | +14.4% | +4.1% | +10.3% | +13.9% |
| 3M | +1.8% | -9.7% | +11.5% | +2.7% |
| 6M | +31.3% | -3.8% | +35.1% | +31.4% |
| YTD | +18.0% | +38.8% | -20.8% | +13.7% |
| 1Y | +10.9% | +34.2% | -23.4% | +7.1% |
| 3Y | +160.6% | +126.9% | +33.7% | +136.4% |
| 5Y | +44.5% | +297.5% | -253.0% | +22.5% |
| 10Y | +75.9% | +1,260.5% | -1,184.6% | +34.8% |
| All | +479.4% | +10,073.3% | -9,593.8% | +300.4% |
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