+48.4%
QCOM vs MCD
+9.3%
+39.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +4.3% | -1.6% | +5.9% | +4.3% |
| 30D | -0.1% | +14.1% | -14.2% | -0.5% |
| 3M | +5.2% | +0.6% | +4.6% | +5.1% |
| 6M | -18.4% | 0.0% | -18.4% | -18.5% |
| YTD | +2.4% | -9.3% | +11.7% | +3.8% |
| 1Y | +0.9% | -9.3% | +10.2% | +2.2% |
| 3Y | +48.4% | +8.6% | +39.8% | +57.3% |
| All | +48.4% | +9.3% | +39.0% | +57.3% |
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 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