+1,272.2%
MUU vs QCOM
+7.7%
+1,264.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -1.4% |
| 7D | +24.7% | +4.3% | +20.4% | +18.3% |
| 30D | -35.1% | -0.1% | -35.1% | -32.1% |
| 3M | -44.3% | +5.2% | -49.5% | -47.9% |
| 6M | -44.4% | -18.4% | -26.1% | -20.1% |
| YTD | +244.9% | +2.4% | +242.5% | +234.7% |
| 1Y | +365.6% | +0.9% | +364.7% | +376.6% |
| All | +1,272.2% | +7.7% | +1,264.6% | +1,249.8% |
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 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