-8.4%
QXO vs MXL
+1,356.4%
-1,364.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -0.6% |
| 7D | -7.8% | +18.9% | -26.6% | -9.5% |
| 30D | -18.1% | +0.3% | -18.4% | -18.4% |
| 3M | -25.8% | -8.0% | -17.7% | -26.7% |
| 6M | -41.7% | +341.2% | -383.0% | -54.3% |
| YTD | -36.2% | +327.8% | -364.0% | -49.9% |
| 1Y | -42.1% | +364.9% | -407.0% | -55.2% |
| 3Y | -46.2% | +229.2% | -275.4% | -57.5% |
| 5Y | -70.7% | +42.8% | -113.5% | -76.0% |
| 10Y | +36.5% | +303.1% | -266.6% | +11.1% |
| All | -8.4% | +1,356.4% | -1,364.9% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling