+18,563.3%
QCOM vs MDY
+2,629.7%
+15,933.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.9% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | +1.2% | +2.1% | -0.9% | -0.5% |
| 3M | +9.1% | -3.6% | +12.8% | +14.3% |
| 6M | -25.0% | +1.7% | -26.7% | -25.2% |
| YTD | +4.8% | +13.8% | -9.0% | -7.4% |
| 1Y | +3.6% | +15.5% | -11.9% | -9.9% |
| 3Y | +51.5% | +58.3% | -6.8% | -4.9% |
| 5Y | +19.7% | +37.4% | -17.7% | -10.6% |
| 10Y | +245.8% | +171.0% | +74.8% | +20.4% |
| All | +18,563.3% | +2,629.7% | +15,933.5% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling