+2,395.8%
MO vs XPO
+10,152.6%
-7,756.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -1.0% |
| 7D | -2.0% | +2.7% | -4.7% | -2.1% |
| 30D | -0.3% | -6.2% | +5.9% | -0.1% |
| 3M | -2.9% | -15.4% | +12.5% | -2.4% |
| 6M | +5.8% | +0.7% | +5.0% | +5.6% |
| YTD | +22.0% | +39.8% | -17.8% | +20.1% |
| 1Y | +10.7% | +43.3% | -32.6% | +8.7% |
| 3Y | +94.4% | +166.0% | -71.7% | +84.2% |
| 5Y | +97.2% | +274.2% | -177.0% | +82.2% |
| 10Y | +103.0% | +1,429.0% | -1,326.1% | +79.7% |
| All | +2,395.8% | +10,152.6% | -7,756.8% | +2,074.2% |
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 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