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  • QCOM vs MCD✓SelectedUSD · MCDQCOM vs MCD performance historyLatest closeAs of+0.10%09/04
Stock and ETF performance explorer

QCOM vs MCD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+50,186.6%
MCD return
+5,827.6%
Excess return
+44,359.0%
Maximum drawdown
-86.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMCDExcessAlpha
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