-69.6%
QXO vs MOD
+1,517.1%
-1,586.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.6% |
| 7D | -3.9% | +3.6% | -7.5% | -4.4% |
| 30D | -17.4% | -2.6% | -14.7% | -17.1% |
| 3M | -22.5% | -33.1% | +10.6% | -18.0% |
| 6M | -41.4% | -7.5% | -33.9% | -40.9% |
| YTD | -34.1% | +39.3% | -73.4% | -37.2% |
| 1Y | -40.8% | +34.3% | -75.1% | -43.4% |
| 3Y | -43.9% | +296.2% | -340.1% | -56.2% |
| 5Y | -69.6% | +1,504.6% | -1,574.2% | -82.5% |
| All | -69.6% | +1,517.1% | -1,586.7% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling