-37.3%
MP vs XPO
+36.4%
-73.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +11.0% | +6.9% | +4.1% | +8.8% |
| 30D | -11.7% | +4.1% | -15.8% | -12.8% |
| 3M | -30.8% | -9.7% | -21.0% | -29.0% |
| 6M | -42.9% | -3.8% | -39.1% | -43.1% |
| YTD | -25.9% | +38.8% | -64.6% | -26.8% |
| 1Y | -37.3% | +34.2% | -71.5% | -37.7% |
| All | -37.3% | +36.4% | -73.7% | -37.7% |
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 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