+242.6%
QCOM vs MPC
+1,171.2%
-928.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.8% |
| 7D | +4.3% | +11.2% | -7.0% | +1.2% |
| 30D | -0.1% | -14.5% | +14.4% | +3.9% |
| 3M | +5.2% | +16.7% | -11.4% | -0.5% |
| 6M | -18.4% | +67.6% | -85.9% | -31.2% |
| YTD | +2.4% | +157.9% | -155.5% | -24.9% |
| 1Y | +0.9% | +116.7% | -115.8% | -22.0% |
| 3Y | +48.4% | +199.8% | -151.4% | +1.9% |
| 5Y | +16.6% | +604.4% | -587.8% | -38.6% |
| All | +242.6% | +1,171.2% | -928.5% | +56.0% |
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