-46.2%
QXO vs MKC
-31.4%
-14.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | -7.8% | -1.5% | -6.3% | -7.4% |
| 30D | -18.1% | -3.1% | -15.0% | -17.4% |
| 3M | -25.8% | +5.2% | -30.9% | -27.2% |
| 6M | -41.7% | -12.8% | -28.9% | -39.3% |
| YTD | -36.2% | -23.3% | -12.9% | -31.0% |
| 1Y | -42.1% | -24.1% | -18.0% | -37.3% |
| 3Y | -46.2% | -32.1% | -14.0% | -46.4% |
| All | -46.2% | -31.4% | -14.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling