+50,186.6%
QCOM vs MDT
+3,168.1%
+47,018.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | -30.1% | +16.0% | -46.0% | -34.3% |
| 6M | +22.8% | +0.2% | +22.6% | +21.3% |
| YTD | +0.2% | -0.3% | +0.5% | -1.1% |
| 1Y | +7.9% | +4.7% | +3.1% | +4.3% |
| 3Y | +55.8% | +26.5% | +29.3% | +38.7% |
| 5Y | +30.1% | -18.2% | +48.3% | +36.0% |
| 10Y | +248.9% | +40.0% | +208.9% | +193.2% |
| All | +50,186.6% | +3,168.1% | +47,018.5% | +16,169.1% |
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