+52.4%
QCOM vs MDT
+54.1%
-1.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +13.0% | -3.7% | +16.7% | +13.7% |
| 30D | +0.2% | +8.6% | -8.4% | -1.3% |
| 3M | +9.2% | +12.2% | -3.0% | +6.9% |
| 6M | -15.0% | +33.7% | -48.7% | -20.3% |
| YTD | +5.2% | +7.8% | -2.6% | +5.7% |
| 1Y | +2.4% | +8.9% | -6.5% | +2.3% |
| All | +52.4% | +54.1% | -1.7% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling