+157.9%
MTZ vs XPO
+265.7%
-107.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +0.7% |
| 7D | -1.6% | +2.4% | -4.0% | -2.4% |
| 30D | -11.1% | -3.5% | -7.5% | -9.9% |
| 3M | -36.7% | -11.9% | -24.8% | -34.2% |
| 6M | -21.9% | -10.0% | -12.0% | -19.8% |
| YTD | +9.1% | +42.1% | -33.0% | -3.2% |
| 1Y | +30.0% | +47.6% | -17.6% | +13.0% |
| 3Y | +138.5% | +153.6% | -15.1% | +67.2% |
| All | +157.9% | +265.7% | -107.8% | +45.8% |
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