+30.9%
QCOM vs MDT
-17.7%
+48.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +3.3% | +3.2% | +0.1% | +2.1% |
| 30D | +7.7% | +9.5% | -1.8% | +4.0% |
| 3M | -30.1% | +16.0% | -46.0% | -34.3% |
| 6M | +22.8% | +0.2% | +22.6% | +23.1% |
| YTD | +0.2% | -0.3% | +0.5% | +0.2% |
| 1Y | +7.9% | +4.7% | +3.1% | +5.1% |
| 3Y | +55.8% | +26.5% | +29.3% | +36.6% |
| All | +30.9% | -17.7% | +48.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling