+1,361.7%
QCOM vs MOH
+1,334.3%
+27.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.3% |
| 30D | +7.7% | +2.9% | +4.8% | +7.2% |
| 3M | -30.1% | +4.1% | -34.2% | -30.7% |
| 6M | +22.8% | +33.8% | -11.0% | +16.2% |
| YTD | +0.2% | +15.7% | -15.5% | -4.1% |
| 1Y | +7.9% | +17.5% | -9.7% | +2.4% |
| 3Y | +55.8% | -35.3% | +91.1% | +57.1% |
| 5Y | +30.1% | -26.9% | +57.0% | +27.2% |
| 10Y | +248.9% | +262.9% | -14.0% | +149.5% |
| All | +1,361.7% | +1,334.3% | +27.4% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling