-42.8%
QXO vs MTUM
+604.3%
-647.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | -7.8% | +0.7% | -8.5% | -8.1% |
| 30D | -18.1% | -2.4% | -15.7% | -17.2% |
| 3M | -25.8% | -3.6% | -22.1% | -24.7% |
| 6M | -41.7% | +23.7% | -65.4% | -46.8% |
| YTD | -36.2% | +22.9% | -59.1% | -41.6% |
| 1Y | -42.1% | +21.8% | -63.9% | -46.6% |
| 3Y | -46.2% | +114.4% | -160.6% | -59.5% |
| 5Y | -70.7% | +79.6% | -150.3% | -76.5% |
| 10Y | +36.5% | +356.2% | -319.7% | +7.3% |
| All | -42.8% | +604.3% | -647.1% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling