+52,520.1%
QCOM vs MO
+9,692.8%
+42,827.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +2.0% | -0.8% | +2.7% | +2.1% |
| 30D | +1.2% | +8.0% | -6.8% | -0.7% |
| 3M | +9.1% | +20.9% | -11.8% | +4.1% |
| 6M | -25.0% | +16.3% | -41.3% | -28.3% |
| YTD | +4.8% | +40.7% | -35.9% | -4.6% |
| 1Y | +3.6% | +41.5% | -37.9% | -5.8% |
| 3Y | +51.5% | +141.5% | -90.0% | +18.3% |
| 5Y | +19.7% | +153.1% | -133.4% | -8.5% |
| 10Y | +245.8% | +149.3% | +96.5% | +158.5% |
| All | +52,520.1% | +9,692.8% | +42,827.2% | +16,525.4% |
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