+808.8%
MU vs QCOM
+39.2%
+769.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.5% | -8.0% | -10.4% |
| 7D | -29.7% | -15.5% | -14.3% | -20.5% |
| 30D | -37.2% | -13.4% | -23.8% | -30.2% |
| 3M | -26.5% | 0.0% | -26.5% | -27.9% |
| 6M | +2.6% | -15.2% | +17.8% | +12.0% |
| YTD | +130.1% | -6.9% | +137.1% | +128.1% |
| 1Y | +176.7% | -11.0% | +187.7% | +185.9% |
| All | +808.8% | +39.2% | +769.6% | +529.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling