-15.1%
MP vs XPO
+275.5%
-290.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.7% | +4.8% |
| 7D | -10.5% | -6.7% | -3.9% | -8.1% |
| 30D | -23.5% | -1.9% | -21.6% | -23.0% |
| 3M | -25.4% | -9.9% | -15.6% | -22.6% |
| 6M | -51.3% | -16.4% | -34.9% | -48.4% |
| YTD | -29.9% | +30.2% | -60.1% | -38.0% |
| 1Y | -31.8% | +29.9% | -61.7% | -40.0% |
| 3Y | +127.0% | +122.6% | +4.4% | +43.3% |
| All | -15.1% | +275.5% | -290.6% | -60.9% |
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