+96.0%
MMM vs QXO
-47.2%
+143.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | -3.2% | -8.7% | +5.5% | -3.1% |
| 30D | -10.7% | -21.0% | +10.3% | -10.3% |
| 3M | +4.3% | -18.4% | +22.7% | +4.6% |
| 6M | +5.9% | -43.0% | +48.9% | +6.7% |
| YTD | +3.2% | -36.3% | +39.4% | +3.8% |
| 1Y | +8.0% | -42.8% | +50.8% | +8.7% |
| All | +96.0% | -47.2% | +143.2% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling