+250.8%
QCOM vs MAR
+538.2%
-287.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.0% | +1.0% | +0.9% | +1.6% |
| 30D | +1.2% | +16.2% | -15.0% | -5.1% |
| 3M | +9.1% | +23.1% | -13.9% | -0.5% |
| 6M | -25.0% | +22.0% | -46.9% | -31.8% |
| YTD | +4.8% | +39.2% | -34.3% | -10.4% |
| 1Y | +3.6% | +48.3% | -44.7% | -14.1% |
| 3Y | +51.5% | +123.4% | -71.9% | +4.8% |
| 5Y | +19.7% | +185.4% | -165.7% | -25.0% |
| All | +250.8% | +538.2% | -287.4% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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