+7.9%
QCOM vs MCD
-17.5%
+25.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.2% |
| 7D | +3.3% | -2.8% | +6.2% | +2.7% |
| 30D | +7.7% | -6.0% | +13.7% | +6.3% |
| 3M | -30.1% | -5.6% | -24.5% | -30.7% |
| 6M | +22.8% | -21.9% | +44.7% | +27.5% |
| YTD | +0.2% | -14.7% | +14.9% | +0.2% |
| 1Y | +7.9% | -17.3% | +25.1% | +11.3% |
| All | +7.9% | -17.5% | +25.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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