+242.6%
QCOM vs MMM
+74.0%
+168.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.7% | -2.2% |
| 7D | +4.3% | -0.4% | +4.7% | +4.5% |
| 30D | -0.1% | +12.1% | -12.2% | -5.6% |
| 3M | +5.2% | +1.4% | +3.8% | +4.3% |
| 6M | -18.4% | +26.6% | -44.9% | -27.6% |
| YTD | +2.4% | +16.8% | -14.4% | -6.2% |
| 1Y | +0.9% | +10.1% | -9.2% | -4.8% |
| 3Y | +48.4% | +158.4% | -110.0% | -12.5% |
| 5Y | +16.6% | +43.1% | -26.5% | -5.3% |
| All | +242.6% | +74.0% | +168.6% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling