+50,186.6%
QCOM vs MKC
+1,806.4%
+48,380.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | -5.9% | +9.2% | +5.2% |
| 30D | +7.7% | -0.9% | +8.6% | +7.9% |
| 3M | -30.1% | +12.7% | -42.8% | -33.3% |
| 6M | +22.8% | -19.3% | +42.1% | +29.8% |
| YTD | +0.2% | -22.2% | +22.3% | +6.5% |
| 1Y | +7.9% | -23.3% | +31.2% | +14.9% |
| 3Y | +55.8% | -30.0% | +85.8% | +67.7% |
| 5Y | +30.1% | -33.8% | +63.8% | +40.2% |
| 10Y | +248.9% | +24.4% | +224.5% | +193.7% |
| All | +50,186.6% | +1,806.4% | +48,380.2% | +16,947.4% |
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