+966.8%
MOD vs XPO
+1,421.2%
-454.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.6% | +6.9% |
| 7D | -13.9% | -1.9% | -12.0% | -12.8% |
| 30D | -41.5% | +2.5% | -44.0% | -42.2% |
| 3M | -45.7% | -7.2% | -38.5% | -44.0% |
| 6M | -61.1% | -8.1% | -53.1% | -59.6% |
| YTD | -20.5% | +38.3% | -58.8% | -31.8% |
| 1Y | -32.1% | +33.6% | -65.7% | -40.9% |
| 3Y | +146.5% | +133.1% | +13.4% | +57.4% |
| 5Y | +812.7% | +308.9% | +503.8% | +320.9% |
| 10Y | +966.8% | +1,371.8% | -404.9% | +164.5% |
| All | +966.8% | +1,421.2% | -454.3% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling