+106.0%
MTB vs XPO
+257.8%
-151.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -4.6% | -10.4% | +5.8% | -2.0% |
| 3M | +7.4% | -15.7% | +23.1% | +11.8% |
| 6M | +18.7% | -6.3% | +25.0% | +19.6% |
| YTD | +21.1% | +34.2% | -13.1% | +10.5% |
| 1Y | +24.1% | +39.9% | -15.9% | +11.3% |
| 3Y | +115.3% | +155.2% | -39.9% | +59.2% |
| 5Y | +106.0% | +264.7% | -158.7% | +31.0% |
| All | +106.0% | +257.8% | -151.8% | +31.0% |
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