-35.6%
QXO vs MDB
+997.6%
-1,033.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -7.8% | -1.8% | -6.0% | -7.7% |
| 30D | -18.1% | -17.3% | -0.8% | -16.8% |
| 3M | -25.8% | +2.2% | -28.0% | -26.2% |
| 6M | -41.7% | +33.9% | -75.6% | -44.0% |
| YTD | -36.2% | -13.7% | -22.5% | -36.3% |
| 1Y | -42.1% | +9.1% | -51.2% | -43.6% |
| 3Y | -46.2% | -8.1% | -38.0% | -48.2% |
| 5Y | -70.7% | -25.9% | -44.8% | -72.5% |
| All | -35.6% | +997.6% | -1,033.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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