+30.9%
QCOM vs MKC
-33.7%
+64.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +3.3% | -5.9% | +9.2% | +3.8% |
| 30D | +7.7% | -0.9% | +8.6% | +7.7% |
| 3M | -30.1% | +12.7% | -42.8% | -31.0% |
| 6M | +22.8% | -19.3% | +42.1% | +26.6% |
| YTD | +0.2% | -22.2% | +22.3% | +3.6% |
| 1Y | +7.9% | -23.3% | +31.2% | +11.7% |
| 3Y | +55.8% | -30.0% | +85.8% | +64.3% |
| All | +30.9% | -33.7% | +64.6% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling