+838.2%
MOD vs XPO
+314.1%
+524.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +8.2% | +0.5% | +7.7% | +8.2% |
| 30D | -38.2% | +4.7% | -42.9% | -39.5% |
| 3M | -46.2% | -7.1% | -39.1% | -44.4% |
| 6M | -62.5% | -6.3% | -56.3% | -61.4% |
| YTD | -20.1% | +39.1% | -59.2% | -31.7% |
| 1Y | -29.7% | +36.7% | -66.4% | -39.4% |
| 3Y | +136.2% | +127.4% | +8.8% | +52.2% |
| All | +838.2% | +314.1% | +524.0% | +330.7% |
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