+1,319.3%
MU vs XPO
+271.9%
+1,047.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +7.2% | +2.7% | +4.5% | +6.0% |
| 30D | +14.0% | -6.2% | +20.2% | +17.3% |
| 3M | +5.4% | -15.4% | +20.8% | +13.2% |
| 6M | +170.3% | +0.7% | +169.5% | +169.6% |
| YTD | +250.7% | +39.8% | +210.8% | +201.7% |
| 1Y | +662.1% | +43.3% | +618.8% | +540.4% |
| 3Y | +1,341.2% | +166.0% | +1,175.2% | +775.7% |
| 5Y | +1,319.3% | +274.2% | +1,045.2% | +560.7% |
| All | +1,319.3% | +271.9% | +1,047.4% | +560.7% |
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