+39.3%
QCOM vs MPC
+163.4%
-124.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.9% | -5.6% | -8.6% |
| 7D | -15.5% | -12.8% | -2.7% | -13.0% |
| 30D | -13.4% | -12.7% | -0.7% | -11.3% |
| 3M | 0.0% | +27.1% | -27.0% | -8.5% |
| 6M | -15.2% | +45.8% | -61.0% | -26.2% |
| YTD | -6.9% | +134.7% | -141.6% | -32.2% |
| 1Y | -11.0% | +106.0% | -117.0% | -32.0% |
| All | +39.3% | +163.4% | -124.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling