+251.9%
QCOM vs MDT
+60.0%
+191.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +13.0% | -3.7% | +16.7% | +14.8% |
| 30D | +0.2% | +8.6% | -8.4% | -3.8% |
| 3M | +9.2% | +12.2% | -3.0% | +3.0% |
| 6M | -15.0% | +33.7% | -48.7% | -27.0% |
| YTD | +5.2% | +7.8% | -2.6% | -0.1% |
| 1Y | +2.4% | +8.9% | -6.5% | -3.5% |
| 3Y | +52.0% | +57.6% | -5.7% | +16.0% |
| 5Y | +19.7% | -0.7% | +20.4% | +15.7% |
| All | +251.9% | +60.0% | +191.9% | +162.4% |
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