-35.2%
MOD vs XPO
+28.2%
-63.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | -25.5% | -6.7% | -18.9% | -21.9% |
| 30D | -49.0% | -1.9% | -47.1% | -48.5% |
| 3M | -49.8% | -9.9% | -39.9% | -46.4% |
| 6M | -64.8% | -16.4% | -48.4% | -60.5% |
| YTD | -27.6% | +30.2% | -57.8% | -38.6% |
| 1Y | -35.2% | +29.9% | -65.1% | -44.5% |
| All | -35.2% | +28.2% | -63.4% | -44.5% |
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