+312.6%
MCD vs QXO
-6.3%
+318.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -1.6% | +9.0% | -10.6% | -1.7% |
| 30D | +14.1% | +22.0% | -7.9% | +14.1% |
| 3M | +0.6% | -15.4% | +16.0% | +0.6% |
| 6M | 0.0% | -26.0% | +26.0% | +0.1% |
| YTD | -9.3% | -34.7% | +25.4% | -9.2% |
| 1Y | -9.3% | -28.0% | +18.7% | -9.3% |
| 3Y | +8.6% | -47.0% | +55.7% | +7.8% |
| 5Y | +21.9% | -64.2% | +86.1% | +20.9% |
| 10Y | +202.8% | +48.1% | +154.7% | +199.8% |
| All | +312.6% | -6.3% | +318.8% | +308.2% |
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