-70.9%
QXO vs MDB
-23.0%
-47.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -3.8% |
| 7D | -8.7% | -2.8% | -5.9% | -8.5% |
| 30D | -21.0% | -14.9% | -6.1% | -19.8% |
| 3M | -18.4% | +7.3% | -25.7% | -19.4% |
| 6M | -43.0% | +38.2% | -81.2% | -45.8% |
| YTD | -36.3% | -10.9% | -25.4% | -36.6% |
| 1Y | -42.8% | +11.6% | -54.4% | -44.6% |
| 3Y | -45.8% | -0.9% | -44.9% | -48.7% |
| All | -70.9% | -23.0% | -47.9% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling