-8.4%
QXO vs MKC
+150.5%
-158.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -7.8% | -1.5% | -6.3% | -7.6% |
| 30D | -18.1% | -3.1% | -15.0% | -17.8% |
| 3M | -25.8% | +5.2% | -30.9% | -26.4% |
| 6M | -41.7% | -12.8% | -28.9% | -40.8% |
| YTD | -36.2% | -23.3% | -12.9% | -34.1% |
| 1Y | -42.1% | -24.1% | -18.0% | -40.2% |
| 3Y | -46.2% | -32.1% | -14.0% | -44.8% |
| 5Y | -70.7% | -32.8% | -37.9% | -70.5% |
| 10Y | +36.5% | +29.9% | +6.7% | +47.7% |
| All | -8.4% | +150.5% | -158.9% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling