+270.8%
MXL vs XPO
+8,686.9%
-8,416.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | +16.6% | -1.3% | +18.0% | +17.1% |
| 30D | +0.5% | -10.4% | +10.8% | +4.6% |
| 3M | -3.6% | -15.7% | +12.1% | +2.6% |
| 6M | +328.0% | -6.3% | +334.4% | +336.7% |
| YTD | +297.8% | +34.2% | +263.7% | +257.6% |
| 1Y | +339.4% | +39.9% | +299.5% | +287.4% |
| 3Y | +201.7% | +155.2% | +46.5% | +112.5% |
| 5Y | +32.8% | +264.7% | -231.9% | -18.9% |
| 10Y | +274.8% | +1,500.1% | -1,225.2% | +61.7% |
| All | +270.8% | +8,686.9% | -8,416.1% | +22.9% |
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