+3.6%
QCOM vs MPC
+107.1%
-103.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.7% | +1.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.9% |
| 30D | +1.2% | -12.2% | +13.4% | +1.0% |
| 3M | +9.1% | +20.1% | -10.9% | +5.8% |
| 6M | -25.0% | +60.6% | -85.6% | -29.9% |
| YTD | +4.8% | +150.6% | -145.7% | -10.1% |
| 1Y | +3.6% | +104.7% | -101.0% | -3.8% |
| All | +3.6% | +107.1% | -103.5% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling