+303.5%
MXL vs XPO
+53.4%
+250.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.0% | +3.3% |
| 7D | +1.6% | +2.4% | -0.8% | +0.4% |
| 30D | -7.0% | -3.5% | -3.5% | -4.7% |
| 3M | -33.4% | -11.9% | -21.5% | -29.4% |
| 6M | +260.2% | -10.0% | +270.1% | +274.0% |
| YTD | +260.0% | +42.1% | +217.9% | +206.7% |
| 1Y | +303.5% | +47.6% | +255.9% | +242.4% |
| All | +303.5% | +53.4% | +250.0% | +242.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling