+10.9%
QCOM vs MAR
+25.0%
-14.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +3.7% |
| 7D | +5.1% | -1.7% | +6.8% | +5.5% |
| 30D | +4.3% | -6.9% | +11.2% | +6.1% |
| 3M | -19.6% | -15.8% | -3.8% | -15.5% |
| 6M | +29.5% | +1.9% | +27.5% | +26.4% |
| YTD | +3.4% | +6.6% | -3.2% | -0.6% |
| 1Y | +10.9% | +23.7% | -12.8% | +1.9% |
| All | +10.9% | +25.0% | -14.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling