+1,530.3%
MOD vs XPO
+265.7%
+1,264.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +2.1% |
| 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% | -31.3% |
| 6M | -7.3% | -10.0% | +2.7% | -2.3% |
| YTD | +45.8% | +42.1% | +3.7% | +24.3% |
| 1Y | +43.1% | +47.6% | -4.5% | +18.9% |
| 3Y | +297.7% | +153.6% | +144.1% | +148.3% |
| All | +1,530.3% | +265.7% | +1,264.6% | +650.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling