+216.5%
QCOM vs MLM
+185.4%
+31.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.4% | +6.3% |
| 7D | +0.4% | -4.1% | +4.5% | +2.3% |
| 30D | -6.6% | +8.2% | -14.8% | -9.8% |
| 3M | +3.7% | -3.6% | +7.3% | +5.1% |
| 6M | -13.3% | -15.6% | +2.2% | -7.4% |
| YTD | -1.8% | -16.4% | +14.6% | +4.7% |
| 1Y | -2.5% | -14.3% | +11.8% | +2.9% |
| 3Y | +47.0% | +19.3% | +27.7% | +34.1% |
| 5Y | +13.1% | +29.6% | -16.5% | -1.7% |
| All | +216.5% | +185.4% | +31.1% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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