+229.2%
MXL vs XPO
+151.0%
+78.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +18.9% | -5.7% | +24.5% | +22.0% |
| 30D | +0.3% | -12.8% | +13.1% | +7.4% |
| 3M | -8.0% | -20.0% | +11.9% | +2.3% |
| 6M | +341.2% | -6.0% | +347.3% | +351.3% |
| YTD | +327.8% | +34.0% | +293.8% | +267.7% |
| 1Y | +364.9% | +35.6% | +329.3% | +294.1% |
| 3Y | +229.2% | +152.3% | +76.9% | +128.6% |
| All | +229.2% | +151.0% | +78.3% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling