-70.8%
QXO vs M
+13.6%
-84.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -2.1% |
| 7D | -8.7% | -8.8% | +0.1% | -6.6% |
| 30D | -21.0% | -16.4% | -4.6% | -17.3% |
| 3M | -18.4% | -10.8% | -7.6% | -15.8% |
| 6M | -43.0% | +16.1% | -59.1% | -44.8% |
| YTD | -36.3% | -5.3% | -31.0% | -35.4% |
| 1Y | -42.8% | +24.9% | -67.6% | -45.5% |
| 3Y | -45.8% | +97.5% | -143.3% | -53.6% |
| 5Y | -70.8% | +20.4% | -91.2% | -73.4% |
| All | -70.8% | +13.6% | -84.4% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling