-8.4%
QXO vs MCO
+1,222.3%
-1,230.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | -7.8% | -3.8% | -4.0% | -7.4% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | -25.8% | +7.7% | -33.5% | -26.3% |
| 6M | -41.7% | +7.0% | -48.7% | -42.1% |
| YTD | -36.2% | -6.4% | -29.8% | -35.9% |
| 1Y | -42.1% | -7.6% | -34.5% | -41.8% |
| 3Y | -46.2% | +43.2% | -89.4% | -48.0% |
| 5Y | -70.7% | +29.6% | -100.3% | -71.9% |
| 10Y | +36.5% | +389.2% | -352.7% | +55.9% |
| All | -8.4% | +1,222.3% | -1,230.7% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling