+4.1%
QCOM vs MDLN
+20.5%
-16.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.6% |
| 7D | +2.0% | +4.5% | -2.5% | +1.7% |
| 30D | +1.2% | +17.9% | -16.7% | +0.4% |
| 3M | +9.1% | +20.3% | -11.2% | +8.1% |
| 6M | -25.0% | +7.4% | -32.4% | -25.2% |
| YTD | +4.8% | +0.4% | +4.5% | +5.3% |
| All | +4.1% | +20.5% | -16.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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