+282.9%
QCOM vs MCO
+393.6%
-110.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.9% |
| 7D | +7.8% | -3.8% | +11.6% | +10.2% |
| 30D | +12.2% | -0.4% | +12.6% | +12.1% |
| 3M | -9.9% | +7.7% | -17.6% | -14.9% |
| 6M | +36.9% | +7.0% | +29.9% | +29.0% |
| YTD | +8.0% | -6.4% | +14.5% | +9.5% |
| 1Y | +15.0% | -7.6% | +22.7% | +16.8% |
| 3Y | +75.8% | +43.2% | +32.6% | +33.1% |
| 5Y | +42.2% | +29.6% | +12.6% | +13.0% |
| All | +282.9% | +393.6% | -110.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling