+492.6%
MTZ vs XPO
+1,421.2%
-928.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.3% | +6.3% |
| 7D | -2.4% | -1.9% | -0.5% | -1.5% |
| 30D | -11.1% | +2.5% | -13.6% | -11.8% |
| 3M | -30.6% | -7.2% | -23.4% | -28.7% |
| 6M | -54.4% | -8.1% | -46.3% | -53.1% |
| YTD | -13.0% | +38.3% | -51.4% | -23.9% |
| 1Y | -5.7% | +33.6% | -39.3% | -16.6% |
| 3Y | +297.2% | +133.1% | +164.1% | +168.8% |
| 5Y | +95.9% | +308.9% | -213.0% | -1.8% |
| 10Y | +492.6% | +1,371.8% | -879.1% | +44.6% |
| All | +492.6% | +1,421.2% | -928.5% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling