+739.9%
MTZ vs XPO
+1,450.2%
-710.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.4% |
| 7D | +3.6% | +2.7% | +0.9% | +2.5% |
| 30D | -9.6% | -6.2% | -3.5% | -7.5% |
| 3M | -31.9% | -15.4% | -16.5% | -27.7% |
| 6M | -13.8% | +0.7% | -14.6% | -14.6% |
| YTD | +13.3% | +39.8% | -26.6% | -1.2% |
| 1Y | +39.3% | +43.3% | -4.0% | +19.2% |
| 3Y | +168.3% | +166.0% | +2.3% | +71.3% |
| 5Y | +166.4% | +274.2% | -107.8% | +38.2% |
| 10Y | +739.9% | +1,429.0% | -689.1% | +119.5% |
| All | +739.9% | +1,450.2% | -710.3% | +119.5% |
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