-32.6%
MP vs XPO
+38.7%
-71.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +9.5% | +9.0% | +0.5% | +6.7% |
| 30D | -3.0% | +4.2% | -7.1% | -4.1% |
| 3M | -30.4% | -8.7% | -21.7% | -28.9% |
| 6M | -39.2% | -2.8% | -36.4% | -39.5% |
| YTD | -23.3% | +41.9% | -65.1% | -23.4% |
| 1Y | -32.6% | +42.3% | -75.0% | -31.6% |
| All | -32.6% | +38.7% | -71.4% | -31.6% |
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 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