+34.5%
QXO vs MCO
+393.6%
-359.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.2% |
| 7D | -7.8% | -3.8% | -4.0% | -6.9% |
| 30D | -18.1% | -0.4% | -17.7% | -18.0% |
| 3M | -25.8% | +7.7% | -33.5% | -27.2% |
| 6M | -41.7% | +7.0% | -48.7% | -42.8% |
| YTD | -36.2% | -6.4% | -29.8% | -35.5% |
| 1Y | -42.1% | -7.6% | -34.5% | -41.3% |
| 3Y | -46.2% | +43.2% | -89.4% | -52.4% |
| 5Y | -70.7% | +29.6% | -100.3% | -73.9% |
| All | +34.5% | +393.6% | -359.1% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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