+2,683.6%
MUU vs QCOM
+10.1%
+2,673.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +3.5% |
| 7D | +15.0% | +4.4% | +10.7% | +7.7% |
| 30D | +36.8% | +9.4% | +27.4% | +19.8% |
| 3M | -8.5% | -13.7% | +5.2% | +24.5% |
| 6M | +320.7% | +28.9% | +291.8% | +173.6% |
| YTD | +599.7% | +4.7% | +594.9% | +551.1% |
| 1Y | +2,569.2% | +13.5% | +2,555.7% | +2,009.3% |
| All | +2,683.6% | +10.1% | +2,673.5% | +2,525.7% |
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