-0.7%
QXO vs MLM
+602.8%
-603.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -1.3% | -2.9% | +1.7% | -1.1% |
| 30D | -16.0% | -6.8% | -9.2% | -15.6% |
| 3M | -17.7% | -11.2% | -6.5% | -17.0% |
| 6M | -42.6% | -21.8% | -20.8% | -41.9% |
| YTD | -30.8% | -17.0% | -13.8% | -30.1% |
| 1Y | -35.3% | -16.4% | -19.0% | -34.7% |
| 3Y | -46.3% | +14.5% | -60.8% | -46.1% |
| 5Y | -69.2% | +41.7% | -110.9% | -69.4% |
| 10Y | +62.1% | +200.0% | -137.9% | +73.9% |
| All | -0.7% | +602.8% | -603.5% | +72.9% |
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