+309.5%
QCOM vs MGY
+209.8%
+99.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +4.9% | +1.8% | +3.1% | +4.5% |
| 30D | +9.3% | +6.5% | +2.8% | +7.6% |
| 3M | -7.0% | +0.3% | -7.3% | -7.6% |
| 6M | +32.0% | -2.4% | +34.4% | +31.0% |
| YTD | +5.0% | +29.0% | -24.0% | -3.3% |
| 1Y | +13.6% | +17.0% | -3.4% | +7.1% |
| 3Y | +77.6% | +26.2% | +51.4% | +62.4% |
| 5Y | +38.2% | +92.3% | -54.1% | +11.9% |
| All | +309.5% | +209.8% | +99.6% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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