+14.1%
QCOM vs MAR
+181.1%
-167.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.4% |
| 7D | +4.3% | +1.6% | +2.7% | +3.3% |
| 30D | -0.1% | +13.8% | -13.9% | -7.5% |
| 3M | +5.2% | +20.3% | -15.0% | -6.1% |
| 6M | -18.4% | +21.3% | -39.7% | -28.5% |
| YTD | +2.4% | +37.2% | -34.8% | -17.7% |
| 1Y | +0.9% | +48.4% | -47.6% | -23.3% |
| 3Y | +48.4% | +120.1% | -71.7% | -15.3% |
| All | +14.1% | +181.1% | -167.0% | -44.0% |
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