-14.3%
MTZ vs XPO
+38.8%
-53.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -1.6% | -13.8% | -14.8% |
| 7D | -7.4% | +3.5% | -10.9% | -8.4% |
| 30D | -23.6% | +2.8% | -26.4% | -24.4% |
| 3M | -38.3% | -7.5% | -30.8% | -36.4% |
| 6M | -60.6% | -5.9% | -54.7% | -59.7% |
| YTD | -22.9% | +38.4% | -61.3% | -30.9% |
| 1Y | -14.3% | +33.7% | -48.0% | -22.2% |
| All | -14.3% | +38.8% | -53.0% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling