+7.9%
QCOM vs MLM
-15.9%
+23.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +3.3% | -2.9% | +6.2% | +4.3% |
| 30D | +7.7% | -6.8% | +14.5% | +10.2% |
| 3M | -30.1% | -11.2% | -18.8% | -27.2% |
| 6M | +22.8% | -21.8% | +44.7% | +30.3% |
| YTD | +0.2% | -17.0% | +17.2% | +4.8% |
| 1Y | +7.9% | -16.4% | +24.2% | +11.8% |
| All | +7.9% | -15.9% | +23.7% | +11.8% |
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