+14.6%
QCOM vs MPC
+563.2%
-548.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +2.3% |
| 7D | +5.8% | -9.4% | +15.2% | +8.6% |
| 30D | -2.3% | -14.3% | +12.0% | +1.6% |
| 3M | +2.7% | +31.1% | -28.4% | -7.7% |
| 6M | -21.0% | +60.3% | -81.3% | -34.1% |
| YTD | +1.8% | +142.5% | -140.7% | -27.9% |
| 1Y | +2.4% | +104.6% | -102.1% | -22.7% |
| 3Y | +52.1% | +191.7% | -139.6% | -3.1% |
| 5Y | +14.6% | +549.2% | -534.6% | -48.7% |
| All | +14.6% | +563.2% | -548.6% | -48.7% |
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 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