+199.5%
MCHP vs QXO
+34.5%
+165.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | 0.0% | -7.8% | +7.8% | +0.3% |
| 30D | -6.0% | -18.1% | +12.1% | -5.4% |
| 3M | -19.7% | -25.8% | +6.1% | -18.9% |
| 6M | +14.0% | -41.7% | +55.7% | +15.9% |
| YTD | +18.4% | -36.2% | +54.6% | +19.9% |
| 1Y | +17.1% | -42.1% | +59.2% | +18.9% |
| 3Y | +0.7% | -46.2% | +46.9% | -5.3% |
| 5Y | +5.1% | -70.7% | +75.8% | -0.9% |
| All | +199.5% | +34.5% | +165.0% | +161.8% |
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