+307.0%
QCOM vs MDB
+1,017.4%
-710.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.9% |
| 7D | +3.3% | -17.4% | +20.8% | +6.8% |
| 30D | +7.7% | -2.0% | +9.7% | +7.5% |
| 3M | -30.1% | -3.0% | -27.0% | -30.3% |
| 6M | +22.8% | +48.7% | -25.8% | +10.3% |
| YTD | +0.2% | -12.1% | +12.3% | -1.1% |
| 1Y | +7.9% | +14.5% | -6.6% | +0.2% |
| 3Y | +55.8% | -6.1% | +62.0% | +40.5% |
| 5Y | +30.1% | -27.3% | +57.4% | +11.9% |
| All | +307.0% | +1,017.4% | -710.4% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling