+1,884.9%
MTZ vs XPO
+10,316.6%
-8,431.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | +1.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.1% |
| 30D | -11.1% | -3.5% | -7.5% | -10.4% |
| 3M | -36.7% | -11.9% | -24.8% | -35.2% |
| 6M | -21.9% | -10.0% | -12.0% | -20.6% |
| YTD | +9.1% | +42.1% | -33.0% | +1.7% |
| 1Y | +30.0% | +47.6% | -17.6% | +19.8% |
| 3Y | +138.5% | +153.6% | -15.1% | +95.3% |
| 5Y | +158.3% | +266.5% | -108.2% | +92.5% |
| 10Y | +700.8% | +1,460.4% | -759.7% | +380.5% |
| All | +1,884.9% | +10,316.6% | -8,431.7% | +927.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling