+30.9%
QCOM vs MAR
+165.1%
-134.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | -4.2% | +7.5% | +5.8% |
| 30D | +7.7% | -6.7% | +14.4% | +11.9% |
| 3M | -30.1% | -12.5% | -17.6% | -24.9% |
| 6M | +22.8% | +0.6% | +22.3% | +20.4% |
| YTD | +0.2% | +9.1% | -8.9% | -7.2% |
| 1Y | +7.9% | +26.2% | -18.4% | -9.6% |
| 3Y | +55.8% | +68.2% | -12.3% | +6.7% |
| All | +30.9% | +165.1% | -134.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling