+19.7%
QCOM vs MCO
+36.8%
-17.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.2% |
| 7D | +13.0% | -1.7% | +14.7% | +14.0% |
| 30D | +0.2% | +9.1% | -9.0% | -4.9% |
| 3M | +9.2% | +6.2% | +3.0% | +4.8% |
| 6M | -15.0% | +12.6% | -27.6% | -22.5% |
| YTD | +5.2% | -0.2% | +5.4% | +2.8% |
| 1Y | +2.4% | +4.1% | -1.7% | -3.0% |
| 3Y | +52.0% | +50.6% | +1.3% | +6.1% |
| 5Y | +19.7% | +36.2% | -16.5% | -7.4% |
| All | +19.7% | +36.8% | -17.0% | -7.4% |
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