+242.8%
QCOM vs MPC
+1,105.8%
-863.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.5% | -8.8% | +14.4% | +8.1% |
| 30D | -1.1% | -14.4% | +13.3% | +2.8% |
| 3M | +7.6% | +21.9% | -14.4% | +0.3% |
| 6M | -20.1% | +60.1% | -80.2% | -31.7% |
| YTD | +3.0% | +142.3% | -139.3% | -23.1% |
| 1Y | +3.2% | +101.7% | -98.5% | -18.6% |
| 3Y | +48.9% | +184.8% | -135.9% | +3.7% |
| 5Y | +21.1% | +564.6% | -543.5% | -35.2% |
| 10Y | +242.8% | +1,098.3% | -855.6% | +58.6% |
| All | +242.8% | +1,105.8% | -863.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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