+22,019.8%
QCOM vs MLM
+3,210.3%
+18,809.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +3.0% | +4.5% |
| 7D | -5.3% | +9.1% | -14.5% | -8.2% |
| 30D | -4.2% | +14.6% | -18.8% | -8.8% |
| 3M | +7.0% | +0.3% | +6.8% | +6.7% |
| 6M | +3.8% | -7.5% | +11.3% | +6.1% |
| YTD | +2.8% | -10.2% | +13.1% | +5.8% |
| 1Y | +2.3% | -10.5% | +12.8% | +5.3% |
| 3Y | +54.4% | +27.8% | +26.6% | +40.3% |
| 5Y | +23.7% | +38.9% | -15.2% | +8.9% |
| 10Y | +240.0% | +211.4% | +28.5% | +118.2% |
| All | +22,019.8% | +3,210.3% | +18,809.5% | +5,600.6% |
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