+1,135.3%
MPC vs XPO
+1,289.5%
-154.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -12.2% | +4.7% | -16.9% | -13.6% |
| 3M | +20.1% | -7.1% | +27.2% | +22.3% |
| 6M | +60.6% | -6.3% | +66.9% | +62.3% |
| YTD | +150.6% | +39.1% | +111.5% | +118.6% |
| 1Y | +104.7% | +36.7% | +68.0% | +79.0% |
| 3Y | +194.5% | +127.4% | +67.1% | +102.3% |
| 5Y | +582.3% | +315.0% | +267.3% | +242.0% |
| 10Y | +1,135.3% | +1,263.5% | -128.2% | +307.7% |
| All | +1,135.3% | +1,289.5% | -154.2% | +307.7% |
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