+199.9%
QCOM vs MLM
+190.7%
+9.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.2% | -4.3% | -7.3% |
| 7D | -15.5% | -1.2% | -14.2% | -14.9% |
| 30D | -13.4% | +7.9% | -21.4% | -16.2% |
| 3M | 0.0% | -4.5% | +4.5% | +1.8% |
| 6M | -15.2% | -12.6% | -2.6% | -10.7% |
| YTD | -6.9% | -14.9% | +7.9% | -1.5% |
| 1Y | -11.0% | -13.1% | +2.1% | -6.6% |
| 3Y | +39.8% | +21.2% | +18.5% | +26.7% |
| 5Y | +7.2% | +32.0% | -24.8% | -7.5% |
| All | +199.9% | +190.7% | +9.2% | +97.4% |
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