+49,194.2%
QCOM vs MDT
+3,461.9%
+45,732.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +6.6% |
| 7D | +0.4% | +5.4% | -5.1% | -1.7% |
| 30D | -6.6% | +19.1% | -25.7% | -12.8% |
| 3M | +3.7% | +19.5% | -15.8% | -3.6% |
| 6M | -13.3% | +33.5% | -46.8% | -23.6% |
| YTD | -1.8% | +8.7% | -10.5% | -6.5% |
| 1Y | -2.5% | +16.8% | -19.3% | -9.9% |
| 3Y | +47.0% | +53.0% | -6.0% | +21.2% |
| 5Y | +13.1% | -2.9% | +16.0% | +10.5% |
| 10Y | +224.7% | +61.4% | +163.3% | +157.9% |
| All | +49,194.2% | +3,461.9% | +45,732.3% | +15,273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling