+50,186.6%
QCOM vs MO
+8,479.0%
+41,707.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +7.7% | +0.6% | +7.1% | +7.5% |
| 3M | -30.1% | -1.0% | -29.1% | -30.3% |
| 6M | +22.8% | +4.3% | +18.5% | +20.6% |
| YTD | +0.2% | +23.3% | -23.1% | -5.8% |
| 1Y | +7.9% | +10.5% | -2.6% | +3.8% |
| 3Y | +55.8% | +96.3% | -40.4% | +28.0% |
| 5Y | +30.1% | +98.9% | -68.8% | +5.5% |
| 10Y | +248.9% | +103.6% | +145.3% | +173.9% |
| All | +50,186.6% | +8,479.0% | +41,707.7% | +16,319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling