-35.3%
QXO vs MTUM
+26.3%
-61.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -2.6% |
| 7D | -1.3% | +1.7% | -3.0% | -2.9% |
| 30D | -16.0% | -1.7% | -14.4% | -14.9% |
| 3M | -17.7% | -6.3% | -11.4% | -13.8% |
| 6M | -42.6% | +21.8% | -64.4% | -58.8% |
| YTD | -30.8% | +22.0% | -52.8% | -51.2% |
| 1Y | -35.3% | +25.3% | -60.7% | -53.0% |
| All | -35.3% | +26.3% | -61.6% | -53.0% |
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