-29.4%
QXO vs MTUM
-74.7%
+45.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -77.1% | +69.0% | +6.3% |
| 7D | +2.3% | -79.0% | +81.3% | +27.2% |
| 30D | -3.9% | -80.7% | +76.8% | +29.2% |
| 3M | -26.8% | -79.8% | +53.0% | -6.2% |
| 6M | -38.3% | -78.4% | +40.1% | -30.7% |
| YTD | -39.7% | -74.9% | +35.2% | -47.6% |
| 1Y | -29.4% | -74.8% | +45.4% | -38.6% |
| All | -29.4% | -74.7% | +45.3% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling