+137.1%
MOD vs XPO
+122.0%
+15.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -25.5% | -6.7% | -18.9% | -22.7% |
| 30D | -49.0% | -1.9% | -47.1% | -48.6% |
| 3M | -49.8% | -9.9% | -39.9% | -47.3% |
| 6M | -64.8% | -16.4% | -48.4% | -61.6% |
| YTD | -27.6% | +30.2% | -57.8% | -36.0% |
| 1Y | -35.2% | +29.9% | -65.1% | -42.6% |
| 3Y | +137.1% | +122.6% | +14.5% | +57.2% |
| All | +137.1% | +122.0% | +15.1% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling