+34.5%
QXO vs MTCH
+208.0%
-173.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -7.8% | +1.3% | -9.1% | -8.0% |
| 30D | -18.1% | +15.9% | -34.0% | -19.9% |
| 3M | -25.8% | +23.3% | -49.0% | -28.0% |
| 6M | -41.7% | +40.1% | -81.9% | -44.5% |
| YTD | -36.2% | +33.6% | -69.8% | -38.9% |
| 1Y | -42.1% | +14.1% | -56.2% | -43.4% |
| 3Y | -46.2% | +1.4% | -47.6% | -47.6% |
| 5Y | -70.7% | -73.1% | +2.4% | -66.6% |
| All | +34.5% | +208.0% | -173.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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