+938.2%
MU vs QCOM
+15.5%
+922.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -0.6% |
| 7D | +12.8% | +4.3% | +8.5% | +9.6% |
| 30D | -14.9% | -0.1% | -14.8% | -14.6% |
| 3M | -18.0% | +5.2% | -23.3% | -22.0% |
| 6M | -3.1% | -18.4% | +15.2% | +10.0% |
| YTD | +172.9% | +2.4% | +170.5% | +153.4% |
| 1Y | +228.8% | +0.9% | +227.9% | +210.1% |
| 3Y | +950.8% | +48.4% | +902.5% | +645.9% |
| All | +938.2% | +15.5% | +922.8% | +786.3% |
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 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