+282.9%
QCOM vs MKTX
+5.0%
+277.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +7.8% | -0.2% | +8.1% | +7.9% |
| 30D | +12.2% | +0.7% | +11.5% | +12.0% |
| 3M | -9.9% | +40.8% | -50.6% | -17.5% |
| 6M | +36.9% | -8.0% | +44.9% | +38.6% |
| YTD | +8.0% | -8.7% | +16.8% | +9.4% |
| 1Y | +15.0% | -11.8% | +26.9% | +17.1% |
| 3Y | +75.8% | -24.0% | +99.9% | +78.8% |
| 5Y | +42.2% | -60.3% | +102.5% | +70.9% |
| All | +282.9% | +5.0% | +277.8% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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