-47.0%
QXO vs MOD
+201.5%
-248.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +27.9% | -29.5% | -5.7% |
| 7D | +9.0% | +40.4% | -31.4% | +3.1% |
| 30D | +22.0% | -14.0% | +36.0% | +23.1% |
| 3M | -15.4% | -33.3% | +18.0% | -11.1% |
| 6M | -26.0% | -51.4% | +25.4% | -18.8% |
| YTD | -34.7% | +1.6% | -36.3% | -34.9% |
| 1Y | -28.0% | +5.4% | -33.3% | -28.6% |
| 3Y | -47.0% | +191.0% | -238.0% | -76.3% |
| All | -47.0% | +201.5% | -248.5% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling