+5,684.3%
MU vs XPO
+10,043.1%
-4,358.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +4.9% |
| 7D | -12.0% | -1.9% | -10.1% | -11.4% |
| 30D | -28.7% | +2.5% | -31.2% | -29.0% |
| 3M | -16.4% | -7.2% | -9.3% | -15.0% |
| 6M | -1.8% | -8.1% | +6.3% | +0.3% |
| YTD | +157.1% | +38.3% | +118.7% | +139.7% |
| 1Y | +208.5% | +33.6% | +174.9% | +189.3% |
| 3Y | +906.2% | +133.1% | +773.1% | +730.7% |
| 5Y | +893.4% | +308.9% | +584.5% | +620.2% |
| 10Y | +4,271.9% | +1,371.8% | +2,900.1% | +2,489.7% |
| All | +5,684.3% | +10,043.1% | -4,358.8% | +2,783.7% |
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 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