+49,630.0%
MU vs QCOM
+49,361.3%
+268.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.5% | -8.0% | -13.4% |
| 7D | -29.7% | -15.5% | -14.3% | -24.4% |
| 30D | -37.2% | -13.4% | -23.8% | -33.1% |
| 3M | -26.5% | 0.0% | -26.5% | -26.8% |
| 6M | +2.6% | -15.2% | +17.8% | +9.8% |
| YTD | +130.1% | -6.9% | +137.1% | +134.1% |
| 1Y | +176.7% | -11.0% | +187.7% | +187.4% |
| 3Y | +813.1% | +39.8% | +773.3% | +708.0% |
| 5Y | +822.0% | +7.2% | +814.8% | +805.2% |
| 10Y | +3,936.2% | +207.7% | +3,728.5% | +2,535.4% |
| All | +49,630.0% | +49,361.3% | +268.7% | +8,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling