+810.7%
MOD vs XPO
+1,236.5%
-425.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +16.1% | +6.9% | +9.2% | +12.7% |
| 30D | -38.5% | +4.1% | -42.6% | -39.7% |
| 3M | -46.8% | -9.7% | -37.1% | -44.4% |
| 6M | -61.6% | -3.8% | -57.8% | -60.9% |
| YTD | -20.5% | +38.8% | -59.3% | -31.9% |
| 1Y | -28.0% | +34.2% | -62.2% | -37.5% |
| 3Y | +134.9% | +126.9% | +8.0% | +52.1% |
| 5Y | +833.2% | +297.5% | +535.7% | +337.3% |
| All | +810.7% | +1,236.5% | -425.8% | +147.6% |
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