+245.8%
QCOM vs MCD
+204.7%
+41.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +3.0% |
| 7D | +2.0% | -1.9% | +3.9% | +2.9% |
| 30D | +1.2% | +16.6% | -15.4% | -6.2% |
| 3M | +9.1% | +0.9% | +8.2% | +8.2% |
| 6M | -25.0% | +1.5% | -26.5% | -26.5% |
| YTD | +4.8% | -8.3% | +13.2% | +7.9% |
| 1Y | +3.6% | -8.1% | +11.7% | +6.3% |
| 3Y | +51.5% | +10.3% | +41.2% | +37.0% |
| 5Y | +19.7% | +23.4% | -3.7% | +0.4% |
| 10Y | +245.8% | +205.9% | +39.9% | +112.2% |
| All | +245.8% | +204.7% | +41.1% | +112.2% |
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