+242.6%
QCOM vs MOH
+339.2%
-96.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +4.3% | +0.2% | +4.0% | +4.2% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +5.2% | +1.8% | +3.4% | +4.7% |
| 6M | -18.4% | +9.1% | -27.5% | -19.9% |
| YTD | +2.4% | +20.7% | -18.3% | -2.4% |
| 1Y | +0.9% | +51.3% | -50.4% | -7.4% |
| 3Y | +48.4% | -42.0% | +90.4% | +54.1% |
| 5Y | +16.6% | -33.1% | +49.7% | +15.6% |
| All | +242.6% | +339.2% | -96.5% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling