+54.3%
QCOM vs MPC
+181.4%
-127.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +5.4% | -2.1% | +1.8% |
| 30D | +7.7% | +31.0% | -23.3% | -0.5% |
| 3M | -30.1% | +46.0% | -76.1% | -37.7% |
| 6M | +22.8% | +77.3% | -54.5% | +2.1% |
| YTD | +0.2% | +141.9% | -141.7% | -25.6% |
| 1Y | +7.9% | +120.9% | -113.1% | -17.4% |
| All | +54.3% | +181.4% | -127.1% | +8.4% |
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