+272.3%
MTZ vs XPO
+133.2%
+139.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -2.0% |
| 7D | +5.0% | +9.0% | -4.0% | +2.0% |
| 30D | -6.0% | +4.2% | -10.2% | -7.2% |
| 3M | -36.1% | -8.7% | -27.5% | -34.2% |
| 6M | -56.9% | -2.8% | -54.1% | -56.6% |
| YTD | -15.9% | +41.9% | -57.8% | -25.4% |
| 1Y | -3.8% | +42.3% | -46.2% | -15.0% |
| 3Y | +272.3% | +127.3% | +145.0% | +170.4% |
| All | +272.3% | +133.2% | +139.0% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling