+21,451.4%
QCOM vs MLM
+2,961.7%
+18,489.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.3% |
| 3M | -30.1% | -11.2% | -18.8% | -27.3% |
| 6M | +22.8% | -21.8% | +44.7% | +33.2% |
| YTD | +0.2% | -17.0% | +17.2% | +6.0% |
| 1Y | +7.9% | -16.4% | +24.2% | +13.7% |
| 3Y | +55.8% | +14.5% | +41.3% | +46.9% |
| 5Y | +30.1% | +41.7% | -11.7% | +14.0% |
| 10Y | +248.9% | +200.0% | +48.8% | +126.9% |
| All | +21,451.4% | +2,961.7% | +18,489.7% | +5,614.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling