+153.3%
MP vs XPO
+155.9%
-2.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | +13.8% | -3.5% | +17.4% | +14.9% |
| 3M | -16.7% | -11.9% | -4.8% | -14.2% |
| 6M | -11.5% | -10.0% | -1.5% | -9.8% |
| YTD | +7.9% | +42.1% | -34.1% | -2.5% |
| 1Y | -15.0% | +47.6% | -62.6% | -24.7% |
| All | +153.3% | +155.9% | -2.6% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling