+473.9%
MCHP vs QXO
-8.4%
+482.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | 0.0% | -7.8% | +7.8% | +0.2% |
| 30D | -6.0% | -18.1% | +12.1% | -5.8% |
| 3M | -19.7% | -25.8% | +6.1% | -19.4% |
| 6M | +14.0% | -41.7% | +55.7% | +14.8% |
| YTD | +18.4% | -36.2% | +54.6% | +19.1% |
| 1Y | +17.1% | -42.1% | +59.2% | +17.9% |
| 3Y | +0.7% | -46.2% | +46.9% | -1.5% |
| 5Y | +5.1% | -70.7% | +75.8% | +2.8% |
| 10Y | +206.3% | +36.5% | +169.8% | +194.4% |
| All | +473.9% | -8.4% | +482.4% | +449.9% |
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