+2.0%
QCOM vs MLM
-12.5%
+14.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.6% |
| 7D | +5.8% | -3.8% | +9.6% | +7.7% |
| 30D | -2.3% | +11.0% | -13.3% | -6.3% |
| 3M | +2.7% | -3.1% | +5.8% | +3.9% |
| 6M | -21.0% | -9.8% | -11.2% | -18.3% |
| YTD | +1.8% | -14.4% | +16.2% | +3.8% |
| All | +2.0% | -12.5% | +14.5% | +3.4% |
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 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