+6,028.8%
MU vs QCOM
+250.2%
+5,778.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | +3.3% | +5.6% | +6.6% |
| 30D | +13.8% | +7.7% | +6.1% | +8.0% |
| 3M | +2.1% | -30.1% | +32.1% | +31.8% |
| 6M | +153.8% | +22.8% | +131.0% | +113.4% |
| YTD | +256.4% | +0.2% | +256.2% | +242.9% |
| 1Y | +719.8% | +7.9% | +711.9% | +646.7% |
| 3Y | +1,360.4% | +55.8% | +1,304.5% | +953.1% |
| 5Y | +1,312.4% | +30.1% | +1,282.4% | +1,016.0% |
| All | +6,028.8% | +250.2% | +5,778.6% | +2,582.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 10y: compounded portfolio wealth divided by compounded QCOM 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…
10y analysis · Full analysis span regression · 6 months rolling