+7,919.3%
MU vs XPO
+10,316.6%
-2,397.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.5% | +1.6% | +5.1% |
| 7D | +9.0% | +2.4% | +6.6% | +8.5% |
| 30D | +13.8% | -3.5% | +17.4% | +14.8% |
| 3M | +2.1% | -11.9% | +14.0% | +5.1% |
| 6M | +153.8% | -10.0% | +163.8% | +159.9% |
| YTD | +256.4% | +42.1% | +214.3% | +230.4% |
| 1Y | +719.8% | +47.6% | +672.2% | +650.0% |
| 3Y | +1,360.4% | +153.6% | +1,206.8% | +1,080.1% |
| 5Y | +1,312.4% | +266.5% | +1,045.9% | +940.6% |
| 10Y | +6,142.6% | +1,460.4% | +4,682.1% | +3,561.7% |
| All | +7,919.3% | +10,316.6% | -2,397.3% | +3,875.0% |
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