+230.9%
QCOM vs MCD
+219.3%
+11.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +2.8% |
| 7D | +5.8% | +5.9% | -0.2% | +2.9% |
| 30D | -2.3% | +19.6% | -21.9% | -10.5% |
| 3M | +2.7% | +3.3% | -0.6% | +0.8% |
| 6M | -21.0% | +3.5% | -24.5% | -23.4% |
| YTD | +1.8% | -6.1% | +7.9% | +3.6% |
| 1Y | +2.4% | -3.7% | +6.1% | +2.6% |
| 3Y | +52.1% | +13.4% | +38.8% | +35.8% |
| 5Y | +14.6% | +25.2% | -10.5% | -4.4% |
| 10Y | +230.9% | +211.3% | +19.6% | +98.0% |
| All | +230.9% | +219.3% | +11.6% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling