+199.9%
QCOM vs MOD
+857.0%
-657.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.3% | -2.2% | -8.0% |
| 7D | -15.5% | -34.2% | +18.7% | -8.3% |
| 30D | -13.4% | -51.9% | +38.5% | +0.2% |
| 3M | 0.0% | -53.0% | +53.1% | +15.8% |
| 6M | -15.2% | -66.4% | +51.1% | +5.0% |
| YTD | -6.9% | -31.5% | +24.6% | -1.7% |
| 1Y | -11.0% | -39.6% | +28.6% | -4.3% |
| 3Y | +39.8% | +116.8% | -77.1% | +11.0% |
| 5Y | +7.2% | +713.8% | -706.6% | -36.1% |
| All | +199.9% | +857.0% | -657.1% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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