+230.9%
QCOM vs MDT
+62.0%
+168.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | +5.8% | +3.5% | +2.3% | +4.1% |
| 30D | -2.3% | +16.2% | -18.5% | -9.0% |
| 3M | +2.7% | +18.9% | -16.2% | -5.7% |
| 6M | -21.0% | +37.3% | -58.3% | -33.2% |
| YTD | +1.8% | +9.7% | -7.9% | -4.0% |
| 1Y | +2.4% | +15.2% | -12.8% | -6.1% |
| 3Y | +52.1% | +61.8% | -9.7% | +14.8% |
| 5Y | +14.6% | -1.4% | +16.0% | +11.3% |
| 10Y | +230.9% | +61.6% | +169.3% | +145.3% |
| All | +230.9% | +62.0% | +168.9% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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