+116.2%
QCOM vs MP
+450.8%
-334.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +3.3% | -2.9% | +6.2% | +3.8% |
| 30D | +7.7% | +13.8% | -6.1% | +5.2% |
| 3M | -30.1% | -16.7% | -13.4% | -28.3% |
| 6M | +22.8% | -11.5% | +34.3% | +23.9% |
| YTD | +0.2% | +7.9% | -7.7% | -2.6% |
| 1Y | +7.9% | -15.0% | +22.9% | +6.4% |
| 3Y | +55.8% | +153.5% | -97.7% | +15.5% |
| 5Y | +30.1% | +58.7% | -28.6% | +4.1% |
| All | +116.2% | +450.8% | -334.6% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling