+47.0%
QCOM vs MCD
+10.9%
+36.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.6% |
| 7D | +0.4% | +7.1% | -6.8% | +0.1% |
| 30D | -6.6% | +19.8% | -26.4% | -7.1% |
| 3M | +3.7% | +0.8% | +2.9% | +3.5% |
| 6M | -13.3% | -1.3% | -12.0% | -13.1% |
| YTD | -1.8% | -7.8% | +6.0% | -0.5% |
| 1Y | -2.5% | -5.0% | +2.4% | -1.9% |
| 3Y | +47.0% | +10.5% | +36.4% | +56.2% |
| All | +47.0% | +10.9% | +36.0% | +56.2% |
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 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