+126.3%
QCOM vs MP
+271.0%
-144.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.6% |
| 7D | +2.0% | +2.3% | -0.3% | +1.6% |
| 30D | +1.2% | -15.3% | +16.5% | +4.0% |
| 3M | +9.1% | -33.5% | +42.6% | +16.3% |
| 6M | -25.0% | -45.5% | +20.5% | -17.8% |
| YTD | +4.8% | -27.3% | +32.1% | +8.6% |
| 1Y | +3.6% | -40.7% | +44.3% | +10.2% |
| 3Y | +51.5% | +145.9% | -94.4% | +11.6% |
| 5Y | +19.7% | -13.9% | +33.6% | +4.5% |
| All | +126.3% | +271.0% | -144.8% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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