+54.3%
QCOM vs MMM
+105.0%
-50.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | -3.3% | +6.6% | +4.6% |
| 30D | +7.7% | -7.0% | +14.7% | +10.6% |
| 3M | -30.1% | +10.8% | -40.9% | -32.8% |
| 6M | +22.8% | +5.8% | +17.1% | +19.9% |
| YTD | +0.2% | +6.8% | -6.6% | -2.8% |
| 1Y | +7.9% | +10.4% | -2.5% | +3.2% |
| All | +54.3% | +105.0% | -50.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling