+45.8%
MNST vs QXO
-25.8%
+71.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.1% | -4.8% | +2.8% |
| 7D | +6.8% | +16.6% | -9.8% | +5.7% |
| 30D | +12.0% | +6.6% | +5.5% | +11.4% |
| 3M | +3.5% | -17.5% | +21.0% | +4.6% |
| 6M | +29.7% | -33.8% | +63.4% | +33.0% |
| YTD | +27.2% | -34.4% | +61.5% | +30.5% |
| 1Y | +45.8% | -25.0% | +70.8% | +47.4% |
| All | +45.8% | -25.8% | +71.6% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling