+433.8%
MAR vs QXO
+34.5%
+399.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -0.5% | -7.8% | +7.2% | -0.4% |
| 30D | -5.4% | -18.1% | +12.7% | -5.0% |
| 3M | -15.5% | -25.8% | +10.3% | -15.0% |
| 6M | +3.0% | -41.7% | +44.7% | +4.0% |
| YTD | +8.5% | -36.2% | +44.7% | +9.3% |
| 1Y | +26.0% | -42.1% | +68.1% | +27.1% |
| 3Y | +68.6% | -46.2% | +114.8% | +59.1% |
| 5Y | +157.4% | -70.7% | +228.1% | +143.4% |
| All | +433.8% | +34.5% | +399.4% | +351.0% |
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 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