+49,194.2%
QCOM vs MKC
+1,690.6%
+47,503.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.3% | +8.8% | +6.5% |
| 7D | +0.4% | +2.3% | -2.0% | -0.4% |
| 30D | -6.6% | +8.1% | -14.7% | -9.1% |
| 3M | +3.7% | -6.4% | +10.1% | +5.3% |
| 6M | -13.3% | +1.8% | -15.1% | -15.2% |
| YTD | -1.8% | -26.9% | +25.1% | +6.0% |
| 1Y | -2.5% | -21.7% | +19.2% | +2.7% |
| 3Y | +47.0% | -18.7% | +65.7% | +49.8% |
| 5Y | +13.1% | -32.8% | +45.9% | +20.5% |
| 10Y | +224.7% | +27.0% | +197.7% | +169.7% |
| All | +49,194.2% | +1,690.6% | +47,503.7% | +16,867.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling