+81.7%
MDLZ vs QXO
+34.5%
+47.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.9% | -7.8% | +9.7% | +2.0% |
| 30D | +0.4% | -18.1% | +18.5% | +0.6% |
| 3M | -0.6% | -25.8% | +25.1% | -0.4% |
| 6M | +14.7% | -41.7% | +56.4% | +15.2% |
| YTD | +18.0% | -36.2% | +54.2% | +18.3% |
| 1Y | +4.1% | -42.1% | +46.2% | +4.5% |
| 3Y | -4.6% | -46.2% | +41.6% | -6.8% |
| 5Y | +18.4% | -70.7% | +89.1% | +16.0% |
| All | +81.7% | +34.5% | +47.2% | +66.5% |
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