+1,106.2%
MPC vs XPO
+1,421.2%
-315.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +2.6% |
| 7D | -9.4% | -1.9% | -7.5% | -8.8% |
| 30D | -14.3% | +2.5% | -16.8% | -15.1% |
| 3M | +31.1% | -7.2% | +38.3% | +33.6% |
| 6M | +60.3% | -8.1% | +68.3% | +63.0% |
| YTD | +142.5% | +38.3% | +104.2% | +112.0% |
| 1Y | +104.6% | +33.6% | +71.0% | +80.3% |
| 3Y | +191.7% | +133.1% | +58.6% | +98.7% |
| 5Y | +549.2% | +308.9% | +240.3% | +227.9% |
| 10Y | +1,106.2% | +1,371.8% | -265.5% | +307.6% |
| All | +1,106.2% | +1,421.2% | -315.0% | +307.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling