+822.0%
MU vs QCOM
+11.3%
+810.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.5% | -8.0% | -10.6% |
| 7D | -29.7% | -15.5% | -14.3% | -20.6% |
| 30D | -37.2% | -13.4% | -23.8% | -30.3% |
| 3M | -26.5% | 0.0% | -26.5% | -27.7% |
| 6M | +2.6% | -15.2% | +17.8% | +12.3% |
| YTD | +130.1% | -6.9% | +137.1% | +128.7% |
| 1Y | +176.7% | -11.0% | +187.7% | +185.4% |
| 3Y | +813.1% | +39.8% | +773.3% | +576.8% |
| 5Y | +822.0% | +7.2% | +814.8% | +736.5% |
| All | +822.0% | +11.3% | +810.7% | +736.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling