+34.5%
QXO vs MOD
+1,553.3%
-1,518.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.6% |
| 7D | -7.8% | -2.8% | -5.0% | -7.5% |
| 30D | -18.1% | -5.1% | -13.0% | -17.6% |
| 3M | -25.8% | -30.3% | +4.5% | -22.6% |
| 6M | -41.7% | -5.6% | -36.1% | -41.5% |
| YTD | -36.2% | +41.8% | -78.0% | -39.2% |
| 1Y | -42.1% | +28.9% | -71.0% | -44.4% |
| 3Y | -46.2% | +304.1% | -350.3% | -56.2% |
| 5Y | -70.7% | +1,575.2% | -1,645.9% | -80.4% |
| All | +34.5% | +1,553.3% | -1,518.8% | -19.5% |
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