+70.4%
QCOM vs MOH
-39.4%
+109.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | +4.4% | -4.2% | +8.5% | +4.3% |
| 30D | +9.4% | -2.4% | +11.7% | +9.4% |
| 3M | -13.7% | -4.4% | -9.3% | -13.7% |
| 6M | +28.9% | +32.9% | -4.0% | +28.4% |
| YTD | +4.7% | +11.9% | -7.1% | +4.6% |
| 1Y | +13.5% | +6.9% | +6.6% | +13.3% |
| All | +70.4% | -39.4% | +109.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling