+58.1%
MP vs XPO
+265.7%
-207.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | -0.3% |
| 7D | -2.9% | +2.4% | -5.3% | -3.8% |
| 30D | +13.8% | -3.5% | +17.4% | +15.3% |
| 3M | -16.7% | -11.9% | -4.8% | -13.2% |
| 6M | -11.5% | -10.0% | -1.5% | -9.0% |
| YTD | +7.9% | +42.1% | -34.1% | -7.6% |
| 1Y | -15.0% | +47.6% | -62.6% | -29.3% |
| 3Y | +153.5% | +153.6% | -0.1% | +50.5% |
| All | +58.1% | +265.7% | -207.6% | -27.4% |
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