+79.1%
MTUM vs XPO
+261.3%
-182.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -5.7% | +6.4% | +2.0% |
| 30D | -2.4% | -12.8% | +10.4% | +0.6% |
| 3M | -3.6% | -20.0% | +16.3% | +1.1% |
| 6M | +23.7% | -6.0% | +29.7% | +24.9% |
| YTD | +22.9% | +34.0% | -11.1% | +14.1% |
| 1Y | +21.8% | +35.6% | -13.8% | +12.0% |
| 3Y | +114.4% | +152.3% | -37.8% | +64.5% |
| All | +79.1% | +261.3% | -182.1% | +21.3% |
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