+39.3%
QCOM vs MCD
+11.5%
+27.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.8% | -8.7% | -9.5% |
| 7D | -15.5% | +8.0% | -23.5% | -15.7% |
| 30D | -13.4% | +19.6% | -33.0% | -13.9% |
| 3M | 0.0% | +2.2% | -2.1% | -0.1% |
| 6M | -15.2% | -1.1% | -14.1% | -15.0% |
| YTD | -6.9% | -7.2% | +0.3% | -5.7% |
| 1Y | -11.0% | -6.7% | -4.3% | -10.0% |
| All | +39.3% | +11.5% | +27.7% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling