+38.9%
QCOM vs MCO
+29.3%
+9.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | +4.4% | -3.1% | +7.5% | +6.1% |
| 30D | +9.4% | -0.5% | +9.9% | +9.3% |
| 3M | -13.7% | +5.7% | -19.4% | -17.8% |
| 6M | +28.9% | +3.0% | +25.9% | +24.1% |
| YTD | +4.7% | -6.5% | +11.2% | +6.6% |
| 1Y | +13.5% | -5.8% | +19.3% | +14.1% |
| 3Y | +77.1% | +43.1% | +34.0% | +27.8% |
| 5Y | +38.9% | +29.5% | +9.4% | +6.8% |
| All | +38.9% | +29.3% | +9.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling