+17,383.7%
QCOM vs MDY
+2,534.4%
+14,849.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +4.8% |
| 7D | +0.4% | -1.7% | +2.0% | +2.5% |
| 30D | -6.6% | -0.9% | -5.7% | -5.2% |
| 3M | +3.7% | -5.7% | +9.4% | +11.3% |
| 6M | -13.3% | -2.9% | -10.4% | -9.2% |
| YTD | -1.8% | +9.8% | -11.6% | -9.8% |
| 1Y | -2.5% | +13.5% | -16.0% | -13.6% |
| 3Y | +47.0% | +51.9% | -5.0% | -3.5% |
| 5Y | +13.1% | +32.0% | -18.9% | -11.7% |
| 10Y | +224.7% | +176.5% | +48.2% | +10.4% |
| All | +17,383.7% | +2,534.4% | +14,849.3% | +171.1% |
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