+1,138.0%
MUU vs QCOM
+7.0%
+1,131.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +3.7% | +8.8% | +7.2% |
| 7D | -27.2% | +5.8% | -33.0% | -30.4% |
| 30D | -54.0% | -2.3% | -51.8% | -50.5% |
| 3M | -41.4% | +2.7% | -44.1% | -43.5% |
| 6M | -42.5% | -21.0% | -21.4% | -14.4% |
| YTD | +211.2% | +1.8% | +209.4% | +203.2% |
| 1Y | +313.4% | +2.4% | +310.9% | +308.1% |
| All | +1,138.0% | +7.0% | +1,131.0% | +1,122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling