+216.5%
QCOM vs MPC
+1,096.9%
-880.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +0.4% | -16.2% | +16.6% | +5.3% |
| 30D | -6.6% | -15.7% | +9.1% | -2.6% |
| 3M | +3.7% | +24.9% | -21.2% | -4.2% |
| 6M | -13.3% | +52.7% | -66.0% | -25.0% |
| YTD | -1.8% | +131.9% | -133.6% | -25.8% |
| 1Y | -2.5% | +96.6% | -99.1% | -22.6% |
| 3Y | +47.0% | +163.8% | -116.8% | +4.7% |
| 5Y | +13.1% | +533.1% | -520.0% | -38.5% |
| All | +216.5% | +1,096.9% | -880.4% | +49.9% |
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