+50,186.6%
QCOM vs MMM
+2,384.5%
+47,802.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +3.3% | -3.3% | +6.6% | +5.2% |
| 30D | +7.7% | -7.0% | +14.7% | +11.9% |
| 3M | -30.1% | +10.8% | -40.9% | -34.0% |
| 6M | +22.8% | +5.8% | +17.1% | +18.6% |
| YTD | +0.2% | +6.8% | -6.6% | -4.2% |
| 1Y | +7.9% | +10.4% | -2.5% | +1.0% |
| 3Y | +55.8% | +104.7% | -48.9% | +0.5% |
| 5Y | +30.1% | +23.6% | +6.5% | +9.2% |
| 10Y | +248.9% | +54.1% | +194.8% | +149.2% |
| All | +50,186.6% | +2,384.5% | +47,802.2% | +8,957.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling