+290.6%
QCOM vs MGY
+199.8%
+90.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +3.3% | +2.1% | +1.2% | +2.8% |
| 30D | +7.7% | +13.8% | -6.1% | +4.2% |
| 3M | -30.1% | -4.3% | -25.8% | -29.7% |
| 6M | +22.8% | -5.1% | +27.9% | +22.6% |
| YTD | +0.2% | +24.8% | -24.6% | -7.1% |
| 1Y | +7.9% | +11.8% | -4.0% | +2.8% |
| 3Y | +55.8% | +23.5% | +32.3% | +43.2% |
| 5Y | +30.1% | +87.5% | -57.4% | +5.9% |
| All | +290.6% | +199.8% | +90.9% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling