+46,613.4%
QCOM vs MOD
+1,092.7%
+45,520.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.3% | -2.2% | -7.9% |
| 7D | -15.5% | -34.2% | +18.7% | -8.2% |
| 30D | -13.4% | -51.9% | +38.5% | +0.3% |
| 3M | 0.0% | -53.0% | +53.1% | +16.0% |
| 6M | -15.2% | -66.4% | +51.1% | +5.1% |
| YTD | -6.9% | -31.5% | +24.6% | -2.4% |
| 1Y | -11.0% | -39.6% | +28.6% | -4.9% |
| 3Y | +39.8% | +116.8% | -77.1% | +7.8% |
| 5Y | +7.2% | +713.8% | -706.6% | -40.0% |
| 10Y | +207.7% | +882.7% | -675.0% | +40.7% |
| All | +46,613.4% | +1,092.7% | +45,520.7% | +12,817.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling