+46,613.4%
QCOM vs MMM
+2,667.6%
+43,945.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.3% | -7.8% |
| 7D | -15.5% | +5.9% | -21.3% | -17.9% |
| 30D | -13.4% | +14.7% | -28.2% | -19.6% |
| 3M | 0.0% | +3.6% | -3.5% | -2.0% |
| 6M | -15.2% | +32.7% | -47.9% | -27.4% |
| YTD | -6.9% | +18.9% | -25.9% | -16.1% |
| 1Y | -11.0% | +16.4% | -27.3% | -18.9% |
| 3Y | +39.8% | +159.8% | -120.1% | -20.6% |
| 5Y | +7.2% | +47.2% | -40.0% | -18.1% |
| 10Y | +207.7% | +86.5% | +121.2% | +98.2% |
| All | +46,613.4% | +2,667.6% | +43,945.8% | +7,834.1% |
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