+48.4%
QCOM vs MDB
-11.2%
+59.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.4% |
| 7D | +4.3% | +6.8% | -2.6% | +3.2% |
| 30D | -0.1% | -6.2% | +6.1% | +1.0% |
| 3M | +5.2% | -29.2% | +34.5% | +10.1% |
| 6M | -18.4% | +10.3% | -28.6% | -20.7% |
| YTD | +2.4% | -20.4% | +22.8% | +3.8% |
| 1Y | +0.9% | -4.8% | +5.7% | -1.3% |
| 3Y | +48.4% | -11.6% | +60.0% | +37.6% |
| All | +48.4% | -11.2% | +59.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling