+50,186.6%
QCOM vs MCD
+5,827.6%
+44,359.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +3.3% | -2.8% | +6.2% | +4.6% |
| 30D | +7.7% | -6.0% | +13.7% | +10.4% |
| 3M | -30.1% | -5.6% | -24.5% | -29.0% |
| 6M | +22.8% | -21.9% | +44.7% | +35.0% |
| YTD | +0.2% | -14.7% | +14.9% | +5.8% |
| 1Y | +7.9% | -17.3% | +25.1% | +15.3% |
| 3Y | +55.8% | -2.2% | +58.0% | +52.7% |
| 5Y | +30.1% | +20.3% | +9.8% | +16.6% |
| 10Y | +248.9% | +180.7% | +68.2% | +119.2% |
| All | +50,186.6% | +5,827.6% | +44,359.0% | +12,389.4% |
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