-0.7%
QXO vs MOD
+2,273.9%
-2,274.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.4% |
| 7D | -1.3% | +9.6% | -10.8% | -2.5% |
| 30D | -16.0% | 0.0% | -16.1% | -16.1% |
| 3M | -17.7% | -35.4% | +17.6% | -13.4% |
| 6M | -42.6% | -7.3% | -35.3% | -42.4% |
| YTD | -30.8% | +45.8% | -76.6% | -34.5% |
| 1Y | -35.3% | +43.1% | -78.5% | -38.8% |
| 3Y | -46.3% | +297.7% | -344.0% | -56.5% |
| 5Y | -69.2% | +1,478.8% | -1,547.9% | -79.5% |
| 10Y | +62.1% | +1,633.4% | -1,571.3% | -3.4% |
| All | -0.7% | +2,273.9% | -2,274.6% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling