-1.4%
QXO vs M
-4.6%
+3.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | -18.0% | -11.6% | -6.4% | -16.3% |
| 3M | -14.7% | +1.6% | -16.4% | -14.9% |
| 6M | -39.2% | +25.2% | -64.4% | -41.2% |
| YTD | -31.3% | +3.8% | -35.1% | -31.7% |
| 1Y | -39.7% | +36.3% | -76.0% | -42.4% |
| 3Y | -41.5% | +116.3% | -157.9% | -48.4% |
| 5Y | -67.0% | +28.2% | -95.2% | -70.2% |
| 10Y | +44.7% | -3.4% | +48.1% | +13.9% |
| All | -1.4% | -4.6% | +3.1% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling