+313.5%
QCOM vs MDB
+892.0%
-578.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -1.0% | +2.8% |
| 7D | +5.8% | -0.9% | +6.7% | +6.1% |
| 30D | -2.3% | -15.2% | +12.9% | +0.9% |
| 3M | +2.7% | -17.9% | +20.6% | +5.8% |
| 6M | -21.0% | +9.3% | -30.3% | -24.4% |
| YTD | +1.8% | -22.0% | +23.8% | +2.6% |
| 1Y | +2.4% | -9.3% | +11.8% | -0.4% |
| 3Y | +52.1% | -10.4% | +62.5% | +38.4% |
| 5Y | +14.6% | -43.2% | +57.9% | +3.5% |
| All | +313.5% | +892.0% | -578.5% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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