-24.2%
QXO vs MULL
+2,366.2%
-2,390.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.3% | +6.0% | -2.3% |
| 7D | -8.7% | +3.6% | -12.3% | -9.2% |
| 30D | -21.0% | +22.0% | -43.0% | -23.2% |
| 3M | -18.4% | -8.6% | -9.8% | -21.3% |
| 6M | -43.0% | +248.5% | -291.5% | -55.8% |
| YTD | -36.3% | +516.3% | -552.6% | -55.0% |
| 1Y | -42.8% | +2,036.6% | -2,079.4% | -67.1% |
| All | -24.2% | +2,366.2% | -2,390.4% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling