+401.4%
MTB vs XPO
+10,152.6%
-9,751.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.4% |
| 30D | -4.2% | -6.2% | +2.0% | -3.4% |
| 3M | +7.8% | -15.4% | +23.2% | +10.1% |
| 6M | +14.8% | +0.7% | +14.1% | +14.3% |
| YTD | +20.8% | +39.8% | -19.1% | +14.5% |
| 1Y | +23.1% | +43.3% | -20.2% | +16.0% |
| 3Y | +114.8% | +166.0% | -51.2% | +83.5% |
| 5Y | +103.3% | +274.2% | -170.9% | +62.5% |
| 10Y | +173.0% | +1,429.0% | -1,256.1% | +89.1% |
| All | +401.4% | +10,152.6% | -9,751.2% | +213.4% |
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 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