+46,613.4%
QCOM vs MCD
+6,345.8%
+40,267.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.8% | -8.7% | -9.2% |
| 7D | -15.5% | +8.0% | -23.5% | -18.2% |
| 30D | -13.4% | +19.6% | -33.0% | -19.8% |
| 3M | 0.0% | +2.2% | -2.1% | -1.2% |
| 6M | -15.2% | -1.1% | -14.1% | -15.8% |
| YTD | -6.9% | -7.2% | +0.3% | -5.3% |
| 1Y | -11.0% | -6.7% | -4.3% | -9.7% |
| 3Y | +39.8% | +11.6% | +28.2% | +29.3% |
| 5Y | +7.2% | +22.6% | -15.5% | -4.8% |
| 10Y | +207.7% | +218.4% | -10.7% | +83.2% |
| All | +46,613.4% | +6,345.8% | +40,267.7% | +11,077.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling