+30.9%
QCOM vs MLM
+41.9%
-11.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.6% |
| 7D | +3.3% | -2.9% | +6.2% | +5.0% |
| 30D | +7.7% | -6.8% | +14.5% | +11.9% |
| 3M | -30.1% | -11.2% | -18.8% | -25.6% |
| 6M | +22.8% | -21.8% | +44.7% | +40.3% |
| YTD | +0.2% | -17.0% | +17.2% | +9.4% |
| 1Y | +7.9% | -16.4% | +24.2% | +16.7% |
| 3Y | +55.8% | +14.5% | +41.3% | +35.2% |
| All | +30.9% | +41.9% | -11.1% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling