+281.8%
QCOM vs MKC
+26.7%
+255.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +4.4% | -4.3% | +8.7% | +5.4% |
| 30D | +9.4% | -3.1% | +12.5% | +10.0% |
| 3M | -13.7% | +6.8% | -20.5% | -15.5% |
| 6M | +28.9% | -18.3% | +47.2% | +34.8% |
| YTD | +4.7% | -23.1% | +27.8% | +10.8% |
| 1Y | +13.5% | -23.7% | +37.2% | +20.1% |
| 3Y | +77.1% | -31.0% | +108.1% | +90.5% |
| 5Y | +38.9% | -33.5% | +72.4% | +48.6% |
| 10Y | +281.8% | +30.3% | +251.5% | +226.7% |
| All | +281.8% | +26.7% | +255.1% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling