+1,482.0%
MTZ vs XPO
+10,043.1%
-8,561.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.3% | +7.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.0% |
| 30D | -11.1% | +2.5% | -13.6% | -11.5% |
| 3M | -30.6% | -7.2% | -23.4% | -29.6% |
| 6M | -54.4% | -8.1% | -46.3% | -53.7% |
| YTD | -13.0% | +38.3% | -51.4% | -18.5% |
| 1Y | -5.7% | +33.6% | -39.3% | -11.1% |
| 3Y | +297.2% | +133.1% | +164.1% | +231.4% |
| 5Y | +95.9% | +308.9% | -213.0% | +43.7% |
| 10Y | +492.6% | +1,371.8% | -879.1% | +258.8% |
| All | +1,482.0% | +10,043.1% | -8,561.1% | +723.0% |
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