+11.0%
MO vs XPO
+39.1%
-28.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -5.7% | +5.8% | -0.3% |
| 30D | +7.1% | -12.8% | +20.0% | +6.1% |
| 3M | -2.0% | -20.0% | +18.0% | -3.6% |
| 6M | +7.3% | -6.0% | +13.3% | +7.3% |
| YTD | +23.5% | +34.0% | -10.6% | +30.1% |
| 1Y | +11.0% | +35.6% | -24.6% | +20.5% |
| All | +11.0% | +39.1% | -28.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling