+9.6%
QXO vs MOD
+1,079.7%
-1,070.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +27.9% | -29.5% | -5.1% |
| 7D | +9.0% | +40.4% | -31.4% | +4.1% |
| 30D | +22.0% | -14.0% | +36.0% | +22.8% |
| 3M | -15.4% | -33.3% | +18.0% | -12.1% |
| 6M | -26.0% | -51.4% | +25.4% | -20.5% |
| YTD | -34.7% | +1.6% | -36.3% | -35.8% |
| 1Y | -28.0% | +5.4% | -33.3% | -29.6% |
| 3Y | -47.0% | +191.0% | -238.0% | -55.2% |
| 5Y | -64.2% | +1,093.1% | -1,157.3% | -74.9% |
| All | +9.6% | +1,079.7% | -1,070.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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