+2,968.0%
MPC vs XPO
+3,799.6%
-831.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -16.2% | -6.7% | -9.5% | -14.6% |
| 30D | -15.7% | -1.9% | -13.8% | -15.4% |
| 3M | +24.9% | -9.9% | +34.8% | +27.9% |
| 6M | +52.7% | -16.4% | +69.0% | +59.0% |
| YTD | +131.9% | +30.2% | +101.7% | +110.5% |
| 1Y | +96.6% | +29.9% | +66.8% | +78.1% |
| 3Y | +163.8% | +122.6% | +41.1% | +95.1% |
| 5Y | +533.1% | +278.9% | +254.2% | +273.8% |
| 10Y | +1,118.6% | +1,375.3% | -256.6% | +388.9% |
| All | +2,968.0% | +3,799.6% | -831.6% | +782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling