+503.0%
MA vs QXO
+34.5%
+468.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.7% | -7.8% | +6.1% | -1.6% |
| 30D | +1.7% | -18.1% | +19.8% | +1.9% |
| 3M | +17.2% | -25.8% | +42.9% | +17.5% |
| 6M | +13.3% | -41.7% | +55.0% | +13.9% |
| YTD | +0.2% | -36.2% | +36.4% | +0.5% |
| 1Y | -2.7% | -42.1% | +39.4% | -2.3% |
| 3Y | +39.1% | -46.2% | +85.2% | +33.5% |
| 5Y | +68.8% | -70.7% | +139.5% | +62.6% |
| All | +503.0% | +34.5% | +468.5% | +459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling