-6.3%
QXO vs MLM
+601.2%
-607.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | +9.0% | -0.9% | +9.9% | +9.1% |
| 30D | +22.0% | +9.0% | +13.0% | +21.4% |
| 3M | -15.4% | -5.6% | -9.8% | -14.9% |
| 6M | -26.0% | -10.7% | -15.3% | -25.2% |
| YTD | -34.7% | -17.2% | -17.5% | -33.9% |
| 1Y | -28.0% | -14.2% | -13.7% | -27.1% |
| 3Y | -47.0% | +15.6% | -62.7% | -46.8% |
| 5Y | -64.2% | +26.2% | -90.4% | -64.4% |
| 10Y | +48.1% | +140.6% | -92.5% | +49.4% |
| All | -6.3% | +601.2% | -607.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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