-46.2%
QXO vs M
+97.0%
-143.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -1.5% |
| 7D | -8.7% | -8.8% | +0.1% | -5.4% |
| 30D | -21.0% | -16.4% | -4.6% | -15.3% |
| 3M | -18.4% | -10.8% | -7.6% | -14.4% |
| 6M | -43.0% | +16.1% | -59.1% | -45.9% |
| YTD | -36.3% | -5.3% | -31.0% | -35.2% |
| 1Y | -42.8% | +24.9% | -67.6% | -47.1% |
| All | -46.2% | +97.0% | -143.3% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling