+3.6%
QCOM vs MOD
-26.6%
+30.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +13.0% | +16.1% | -3.1% | +8.8% |
| 30D | +0.2% | -38.5% | +38.7% | +12.1% |
| 3M | +9.2% | -46.8% | +56.0% | +26.4% |
| 6M | -15.0% | -61.6% | +46.6% | +7.4% |
| YTD | +5.2% | -20.5% | +25.7% | +23.9% |
| All | +3.6% | -26.6% | +30.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling