+893.4%
MU vs QCOM
+14.8%
+878.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.6% | +3.6% |
| 7D | -12.0% | +5.8% | -17.8% | -15.2% |
| 30D | -28.7% | -2.3% | -26.4% | -27.4% |
| 3M | -16.4% | +2.7% | -19.2% | -19.1% |
| 6M | -1.8% | -21.0% | +19.2% | +13.4% |
| YTD | +157.1% | +1.8% | +155.3% | +139.5% |
| 1Y | +208.5% | +2.4% | +206.1% | +187.1% |
| 3Y | +906.2% | +52.1% | +854.0% | +601.8% |
| 5Y | +893.4% | +14.6% | +878.8% | +745.8% |
| All | +893.4% | +14.8% | +878.6% | +745.8% |
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 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