-35.3%
QXO vs MXL
+316.6%
-351.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.4% | -1.1% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | -16.0% | -7.0% | -9.0% | -15.8% |
| 3M | -17.7% | -33.4% | +15.7% | -17.0% |
| 6M | -42.6% | +260.2% | -302.8% | -57.4% |
| YTD | -30.8% | +260.0% | -290.7% | -49.0% |
| 1Y | -35.3% | +303.5% | -338.8% | -53.8% |
| All | -35.3% | +316.6% | -351.9% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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