+1,362.4%
MU vs QCOM
+56.5%
+1,306.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | +3.3% | +5.6% | +6.4% |
| 30D | +13.8% | +7.7% | +6.1% | +7.5% |
| 3M | +2.1% | -30.1% | +32.1% | +33.9% |
| 6M | +153.8% | +22.8% | +131.0% | +106.8% |
| YTD | +256.4% | +0.2% | +256.2% | +241.1% |
| 1Y | +719.8% | +7.9% | +711.9% | +630.7% |
| All | +1,362.4% | +56.5% | +1,306.0% | +1,050.8% |
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