+5,731.6%
MU vs QXO
+34.5%
+5,697.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.1% | -7.8% | +3.7% | -3.8% |
| 30D | +7.0% | -18.1% | +25.1% | +7.7% |
| 3M | -2.1% | -25.8% | +23.7% | -1.2% |
| 6M | +133.1% | -41.7% | +174.8% | +136.7% |
| YTD | +241.9% | -36.2% | +278.1% | +246.1% |
| 1Y | +548.8% | -42.1% | +590.8% | +558.1% |
| 3Y | +1,308.2% | -46.2% | +1,354.3% | +1,242.8% |
| 5Y | +1,260.7% | -70.7% | +1,331.4% | +1,203.0% |
| All | +5,731.6% | +34.5% | +5,697.2% | +4,913.6% |
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