+3,971.9%
MU vs QCOM
+219.9%
+3,752.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +1.3% |
| 7D | -22.0% | +0.4% | -22.4% | -21.9% |
| 30D | -36.6% | -6.6% | -30.0% | -33.4% |
| 3M | -21.7% | +3.7% | -25.4% | -24.6% |
| 6M | +3.5% | -13.3% | +16.9% | +11.6% |
| YTD | +141.9% | -1.8% | +143.7% | +133.3% |
| 1Y | +189.8% | -2.5% | +192.4% | +181.9% |
| 3Y | +855.4% | +47.0% | +808.4% | +612.6% |
| 5Y | +869.2% | +13.1% | +856.1% | +733.6% |
| All | +3,971.9% | +219.9% | +3,752.0% | +1,801.5% |
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