-30.0%
QXO vs MGY
+210.4%
-240.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.8% | +3.5% | -11.3% | -8.2% |
| 30D | -18.1% | +5.3% | -23.4% | -18.7% |
| 3M | -25.8% | +2.6% | -28.4% | -26.3% |
| 6M | -41.7% | -3.3% | -38.4% | -42.1% |
| YTD | -36.2% | +29.2% | -65.4% | -39.5% |
| 1Y | -42.1% | +18.0% | -60.1% | -44.4% |
| 3Y | -46.2% | +30.0% | -76.2% | -50.2% |
| 5Y | -70.7% | +92.7% | -163.4% | -75.8% |
| All | -30.0% | +210.4% | -240.4% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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