+325.8%
QCOM vs MDB
+924.6%
-598.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.4% |
| 7D | +2.0% | +3.0% | -1.0% | +1.5% |
| 30D | +1.2% | -11.3% | +12.5% | +3.7% |
| 3M | +9.1% | -23.0% | +32.1% | +13.9% |
| 6M | -25.0% | +14.8% | -39.7% | -28.8% |
| YTD | +4.8% | -19.4% | +24.3% | +5.0% |
| 1Y | +3.6% | -9.0% | +12.6% | +0.7% |
| 3Y | +51.5% | -10.3% | +61.8% | +37.8% |
| 5Y | +19.7% | -38.4% | +58.1% | +6.4% |
| All | +325.8% | +924.6% | -598.8% | +117.3% |
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