+34.5%
QXO vs M
-3.0%
+37.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -1.3% |
| 7D | -7.8% | -4.2% | -3.6% | -7.1% |
| 30D | -18.1% | -7.2% | -10.9% | -17.0% |
| 3M | -25.8% | -11.1% | -14.6% | -24.1% |
| 6M | -41.7% | +28.8% | -70.5% | -44.2% |
| YTD | -36.2% | +2.0% | -38.2% | -36.4% |
| 1Y | -42.1% | +31.3% | -73.4% | -44.8% |
| 3Y | -46.2% | +119.1% | -165.2% | -53.5% |
| 5Y | -70.7% | +29.7% | -100.4% | -74.1% |
| All | +34.5% | -3.0% | +37.5% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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