+30.9%
QCOM vs MPC
+645.9%
-615.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +5.4% | -2.1% | +1.6% |
| 30D | +7.7% | +31.0% | -23.3% | -1.7% |
| 3M | -30.1% | +46.0% | -76.1% | -38.7% |
| 6M | +22.8% | +77.3% | -54.5% | -0.1% |
| YTD | +0.2% | +141.9% | -141.7% | -27.6% |
| 1Y | +7.9% | +120.9% | -113.1% | -19.6% |
| 3Y | +55.8% | +182.7% | -126.9% | +2.2% |
| All | +30.9% | +645.9% | -615.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling