+74.8%
QCOM vs MCO
+44.0%
+30.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +4.2% |
| 7D | +5.1% | -2.7% | +7.8% | +6.1% |
| 30D | +4.3% | +0.9% | +3.3% | +3.6% |
| 3M | -19.6% | +8.7% | -28.3% | -23.4% |
| 6M | +29.5% | +2.4% | +27.0% | +26.5% |
| YTD | +3.4% | -5.2% | +8.5% | +4.9% |
| 1Y | +10.9% | -4.4% | +15.3% | +11.6% |
| 3Y | +74.8% | +45.1% | +29.7% | +39.6% |
| All | +74.8% | +44.0% | +30.8% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling