+263.7%
QCOM vs MAR
+411.9%
-148.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +4.2% |
| 7D | +5.1% | -1.7% | +6.8% | +5.8% |
| 30D | +4.3% | -6.9% | +11.2% | +7.4% |
| 3M | -19.6% | -15.8% | -3.8% | -13.8% |
| 6M | +29.5% | +1.9% | +27.5% | +27.1% |
| YTD | +3.4% | +6.6% | -3.2% | -0.8% |
| 1Y | +10.9% | +23.7% | -12.8% | -0.7% |
| 3Y | +74.8% | +64.6% | +10.2% | +38.1% |
| 5Y | +36.2% | +156.4% | -120.2% | -9.2% |
| 10Y | +263.7% | +415.4% | -151.6% | +101.8% |
| All | +263.7% | +411.9% | -148.1% | +101.8% |
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