+250.3%
QCOM vs MOD
+1,642.7%
-1,392.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.8% |
| 7D | +3.3% | +9.6% | -6.3% | +1.3% |
| 30D | +7.7% | 0.0% | +7.7% | +7.4% |
| 3M | -30.1% | -35.4% | +5.3% | -23.6% |
| 6M | +22.8% | -7.3% | +30.1% | +23.9% |
| YTD | +0.2% | +45.8% | -45.6% | -8.8% |
| 1Y | +7.9% | +43.1% | -35.3% | -2.5% |
| 3Y | +55.8% | +297.7% | -241.8% | +9.3% |
| 5Y | +30.1% | +1,478.8% | -1,448.7% | -32.1% |
| All | +250.3% | +1,642.7% | -1,392.4% | +68.7% |
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