+276.8%
QCOM vs MDY
+173.4%
+103.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.8% | +3.9% |
| 7D | +5.1% | +1.0% | +4.0% | +3.9% |
| 30D | +4.3% | -3.1% | +7.4% | +7.8% |
| 3M | -19.6% | +1.8% | -21.5% | -20.8% |
| 6M | +29.5% | +10.8% | +18.7% | +17.7% |
| YTD | +3.4% | +14.4% | -11.1% | -9.2% |
| 1Y | +10.9% | +15.2% | -4.3% | -3.0% |
| 3Y | +74.8% | +51.2% | +23.6% | +17.5% |
| 5Y | +36.2% | +47.2% | -11.1% | -4.0% |
| All | +276.8% | +173.4% | +103.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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