+216.5%
QCOM vs MOD
+911.6%
-695.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.3% |
| 7D | +0.4% | -25.5% | +25.9% | +6.0% |
| 30D | -6.6% | -49.0% | +42.4% | +6.8% |
| 3M | +3.7% | -49.8% | +53.5% | +18.4% |
| 6M | -13.3% | -64.8% | +51.5% | +6.3% |
| YTD | -1.8% | -27.6% | +25.9% | +2.5% |
| 1Y | -2.5% | -35.2% | +32.7% | +3.3% |
| 3Y | +47.0% | +137.1% | -90.2% | +14.6% |
| 5Y | +13.1% | +760.3% | -747.2% | -33.4% |
| All | +216.5% | +911.6% | -695.1% | +90.1% |
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