+38.9%
QCOM vs MGY
+94.8%
-55.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +4.4% | +1.5% | +2.9% | +3.9% |
| 30D | +9.4% | +6.8% | +2.5% | +7.3% |
| 3M | -13.7% | +2.6% | -16.3% | -14.9% |
| 6M | +28.9% | -3.1% | +32.0% | +28.0% |
| YTD | +4.7% | +29.4% | -24.7% | -5.8% |
| 1Y | +13.5% | +22.3% | -8.8% | +3.8% |
| 3Y | +77.1% | +26.6% | +50.5% | +57.9% |
| 5Y | +38.9% | +92.1% | -53.2% | +15.2% |
| All | +38.9% | +94.8% | -55.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling