+251.9%
QCOM vs MO
+152.5%
+99.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +13.0% | +0.4% | +12.6% | +12.9% |
| 30D | +0.2% | +8.9% | -8.7% | -1.6% |
| 3M | +9.2% | +23.0% | -13.7% | +4.5% |
| 6M | -15.0% | +15.0% | -30.0% | -18.0% |
| YTD | +5.2% | +41.7% | -36.5% | -4.0% |
| 1Y | +2.4% | +43.3% | -41.0% | -6.9% |
| 3Y | +52.0% | +143.2% | -91.2% | +14.7% |
| 5Y | +19.7% | +154.7% | -135.0% | -12.5% |
| All | +251.9% | +152.5% | +99.4% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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