+810.4%
MOD vs XPO
+10,316.6%
-9,506.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.5% | -0.2% | +3.2% |
| 7D | +9.6% | +2.4% | +7.2% | +8.9% |
| 30D | 0.0% | -3.5% | +3.6% | +1.0% |
| 3M | -35.4% | -11.9% | -23.4% | -33.3% |
| 6M | -7.3% | -10.0% | +2.7% | -4.5% |
| YTD | +45.8% | +42.1% | +3.7% | +34.5% |
| 1Y | +43.1% | +47.6% | -4.5% | +30.3% |
| 3Y | +297.7% | +153.6% | +144.1% | +216.4% |
| 5Y | +1,478.8% | +266.5% | +1,212.2% | +1,028.4% |
| 10Y | +1,633.4% | +1,460.4% | +172.9% | +845.2% |
| All | +810.4% | +10,316.6% | -9,506.2% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling