-11.0%
QCOM vs MLM
-14.6%
+3.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.2% | -4.3% | -7.3% |
| 7D | -15.5% | -1.2% | -14.2% | -14.8% |
| 30D | -13.4% | +7.9% | -21.4% | -15.9% |
| 3M | 0.0% | -4.5% | +4.5% | +1.8% |
| 6M | -15.2% | -12.6% | -2.6% | -11.5% |
| YTD | -6.9% | -14.9% | +7.9% | -5.0% |
| 1Y | -11.0% | -13.1% | +2.1% | -10.3% |
| All | -11.0% | -14.6% | +3.6% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling