+1,408.1%
QCOM vs MOH
+1,302.1%
+105.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +3.5% |
| 7D | +5.1% | -3.3% | +8.4% | +5.6% |
| 30D | +4.3% | -0.1% | +4.4% | +4.2% |
| 3M | -19.6% | -1.1% | -18.6% | -19.8% |
| 6M | +29.5% | +35.9% | -6.4% | +22.2% |
| YTD | +3.4% | +13.1% | -9.7% | -0.7% |
| 1Y | +10.9% | +11.8% | -0.9% | +6.1% |
| 3Y | +74.8% | -38.7% | +113.5% | +77.9% |
| 5Y | +36.2% | -25.1% | +61.3% | +32.5% |
| 10Y | +263.7% | +243.8% | +19.9% | +162.3% |
| All | +1,408.1% | +1,302.1% | +105.9% | +695.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MOH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling