+1,604.6%
MOD vs XPO
+1,453.5%
+151.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.2% |
| 7D | +9.6% | +2.4% | +7.2% | +8.2% |
| 30D | 0.0% | -3.5% | +3.6% | +1.8% |
| 3M | -35.4% | -11.9% | -23.4% | -31.4% |
| 6M | -7.3% | -10.0% | +2.7% | -2.3% |
| YTD | +45.8% | +42.1% | +3.7% | +24.0% |
| 1Y | +43.1% | +47.6% | -4.5% | +18.4% |
| 3Y | +297.7% | +153.6% | +144.1% | +145.0% |
| 5Y | +1,478.8% | +266.5% | +1,212.2% | +665.5% |
| All | +1,604.6% | +1,453.5% | +151.1% | +304.3% |
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 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