+3.2%
QCOM vs MMM
+16.9%
-13.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +5.5% | +7.0% | -1.4% | +2.7% |
| 30D | -1.1% | +18.4% | -19.5% | -7.5% |
| 3M | +7.6% | +4.5% | +3.1% | +5.8% |
| 6M | -20.1% | +33.4% | -53.5% | -28.6% |
| YTD | +3.0% | +20.0% | -16.9% | -6.9% |
| 1Y | +3.2% | +15.0% | -11.8% | -4.3% |
| All | +3.2% | +16.9% | -13.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling