+53.1%
MMM vs QXO
+34.5%
+18.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -2.1% | -7.8% | +5.7% | -2.0% |
| 30D | -9.8% | -18.1% | +8.3% | -9.6% |
| 3M | +4.9% | -25.8% | +30.7% | +5.4% |
| 6M | +7.3% | -41.7% | +49.0% | +8.1% |
| YTD | +4.5% | -36.2% | +40.7% | +5.1% |
| 1Y | +5.4% | -42.1% | +47.5% | +6.0% |
| 3Y | +98.6% | -46.2% | +144.7% | +90.4% |
| 5Y | +27.4% | -70.7% | +98.1% | +22.1% |
| All | +53.1% | +34.5% | +18.7% | +46.6% |
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