+67.6%
MA vs QXO
-70.4%
+138.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -3.5% | -8.7% | +5.2% | -3.4% |
| 30D | +0.7% | -21.0% | +21.7% | +0.8% |
| 3M | +15.8% | -18.4% | +34.2% | +15.9% |
| 6M | +10.2% | -43.0% | +53.2% | +10.4% |
| YTD | -0.5% | -36.3% | +35.8% | -0.4% |
| 1Y | -1.8% | -42.8% | +41.0% | -1.7% |
| 3Y | +38.7% | -45.8% | +84.5% | +37.0% |
| 5Y | +67.6% | -70.8% | +138.4% | +71.0% |
| All | +67.6% | -70.4% | +138.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling