+37.8%
QCOM vs MOH
-26.1%
+64.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +4.4% | -4.2% | +8.5% | +4.6% |
| 30D | +9.4% | -2.4% | +11.7% | +9.5% |
| 3M | -13.7% | -4.4% | -9.3% | -13.6% |
| 6M | +28.9% | +32.9% | -4.0% | +26.0% |
| YTD | +4.7% | +11.9% | -7.1% | +3.2% |
| 1Y | +13.5% | +6.9% | +6.6% | +11.9% |
| 3Y | +77.1% | -39.4% | +116.5% | +78.0% |
| All | +37.8% | -26.1% | +64.0% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling