+2.3%
QCOM vs MKC
-18.2%
+20.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +6.2% |
| 7D | -5.3% | +9.6% | -14.9% | -3.8% |
| 30D | -4.2% | +12.0% | -16.2% | -2.2% |
| 3M | +7.0% | -2.0% | +9.0% | +6.6% |
| 6M | +3.8% | +7.2% | -3.4% | +6.0% |
| YTD | +2.8% | -23.7% | +26.6% | +4.1% |
| 1Y | +2.3% | -18.3% | +20.6% | +2.9% |
| All | +2.3% | -18.2% | +20.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling