-8.4%
QXO vs MTZ
+1,308.4%
-1,316.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.3% |
| 7D | -7.8% | +1.4% | -9.1% | -7.9% |
| 30D | -18.1% | -14.5% | -3.6% | -16.7% |
| 3M | -25.8% | -32.9% | +7.2% | -22.7% |
| 6M | -41.7% | -20.8% | -20.9% | -40.4% |
| YTD | -36.2% | +10.6% | -46.8% | -37.0% |
| 1Y | -42.1% | +27.1% | -69.2% | -43.6% |
| 3Y | -46.2% | +166.1% | -212.3% | -51.4% |
| 5Y | -70.7% | +170.7% | -241.4% | -73.8% |
| 10Y | +36.5% | +752.2% | -715.7% | +25.5% |
| All | -8.4% | +1,308.4% | -1,316.8% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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