+230.9%
QCOM vs MAR
+540.7%
-309.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | -2.3% | +14.0% | -16.3% | -7.7% |
| 3M | +2.7% | +18.1% | -15.4% | -4.6% |
| 6M | -21.0% | +18.6% | -39.6% | -27.3% |
| YTD | +1.8% | +35.3% | -33.5% | -11.9% |
| 1Y | +2.4% | +44.5% | -42.0% | -14.1% |
| 3Y | +52.1% | +120.7% | -68.6% | +6.1% |
| 5Y | +14.6% | +164.1% | -149.4% | -25.9% |
| 10Y | +230.9% | +515.5% | -284.6% | +85.6% |
| All | +230.9% | +540.7% | -309.9% | +85.6% |
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