+34.5%
QXO vs MKTX
+5.0%
+29.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | -18.1% | +0.7% | -18.8% | -18.2% |
| 3M | -25.8% | +40.8% | -66.5% | -28.4% |
| 6M | -41.7% | -8.0% | -33.7% | -41.3% |
| YTD | -36.2% | -8.7% | -27.4% | -35.8% |
| 1Y | -42.1% | -11.8% | -30.3% | -41.6% |
| 3Y | -46.2% | -24.0% | -22.1% | -46.1% |
| 5Y | -70.7% | -60.3% | -10.4% | -68.4% |
| All | +34.5% | +5.0% | +29.4% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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