+34.5%
QXO vs MTB
+173.8%
-139.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -18.1% | -4.8% | -13.3% | -16.9% |
| 3M | -25.8% | +6.0% | -31.7% | -26.9% |
| 6M | -41.7% | +19.6% | -61.3% | -44.4% |
| YTD | -36.2% | +21.5% | -57.7% | -39.5% |
| 1Y | -42.1% | +24.7% | -66.8% | -45.4% |
| 3Y | -46.2% | +108.6% | -154.7% | -55.9% |
| 5Y | -70.7% | +106.7% | -177.4% | -76.5% |
| All | +34.5% | +173.8% | -139.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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