-25.0%
QXO vs MULL
+444.9%
-469.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -13.8% | +21.9% | +9.3% |
| 7D | +16.6% | -35.9% | +52.5% | +20.8% |
| 30D | +6.6% | -47.3% | +53.9% | +12.1% |
| 3M | -17.5% | -30.6% | +13.1% | -16.1% |
| 6M | -33.8% | +13.7% | -47.5% | -39.6% |
| YTD | -34.4% | +272.1% | -306.5% | -49.2% |
| 1Y | -25.0% | +475.1% | -500.0% | -44.7% |
| All | -25.0% | +444.9% | -469.8% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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