+48.4%
QCOM vs MGY
+23.9%
+24.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.0% |
| 7D | +4.3% | +4.5% | -0.2% | +3.1% |
| 30D | -0.1% | -0.4% | +0.3% | -0.3% |
| 3M | +5.2% | -4.3% | +9.6% | +5.8% |
| 6M | -18.4% | -12.9% | -5.5% | -16.0% |
| YTD | +2.4% | +15.2% | -12.8% | -8.4% |
| 1Y | +0.9% | +10.3% | -9.5% | -8.1% |
| 3Y | +48.4% | +23.6% | +24.8% | +31.2% |
| All | +48.4% | +23.9% | +24.5% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling