+910.1%
MAR vs QXO
-8.6%
+918.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -2.1% | -8.7% | +6.6% | -2.0% |
| 30D | -5.7% | -21.0% | +15.3% | -5.5% |
| 3M | -14.6% | -18.4% | +3.8% | -14.5% |
| 6M | +1.3% | -43.0% | +44.4% | +1.7% |
| YTD | +6.7% | -36.3% | +43.0% | +7.0% |
| 1Y | +26.4% | -42.8% | +69.2% | +26.8% |
| 3Y | +64.7% | -45.8% | +110.5% | +62.5% |
| 5Y | +153.1% | -70.8% | +223.8% | +149.5% |
| 10Y | +437.9% | +36.3% | +401.5% | +428.4% |
| All | +910.1% | -8.6% | +918.6% | +953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling