+13.5%
QCOM vs MKC
-24.0%
+37.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.2% |
| 7D | +4.4% | -4.3% | +8.7% | +3.6% |
| 30D | +9.4% | -3.1% | +12.5% | +8.8% |
| 3M | -13.7% | +6.8% | -20.5% | -12.2% |
| 6M | +28.9% | -18.3% | +47.2% | +31.2% |
| YTD | +4.7% | -23.1% | +27.8% | +7.1% |
| 1Y | +13.5% | -23.7% | +37.2% | +16.9% |
| All | +13.5% | -24.0% | +37.5% | +16.9% |
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