+226.4%
MU vs QCOM
+3.3%
+223.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +21.6% | +13.0% | +8.6% | +13.0% |
| 30D | -16.2% | +0.2% | -16.4% | -16.0% |
| 3M | -12.4% | +9.2% | -21.6% | -17.7% |
| 6M | +4.2% | -15.0% | +19.2% | +14.5% |
| YTD | +180.0% | +5.2% | +174.8% | +199.3% |
| 1Y | +226.4% | +2.4% | +224.0% | +265.5% |
| All | +226.4% | +3.3% | +223.1% | +265.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling