+328.4%
QCOM vs MPC
+2,885.5%
-2,557.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.9% | -5.6% | -8.4% |
| 7D | -15.5% | -12.8% | -2.7% | -12.5% |
| 30D | -13.4% | -12.7% | -0.7% | -10.7% |
| 3M | 0.0% | +27.1% | -27.0% | -7.5% |
| 6M | -15.2% | +45.8% | -61.0% | -25.0% |
| YTD | -6.9% | +134.7% | -141.6% | -28.6% |
| 1Y | -11.0% | +106.0% | -117.0% | -29.2% |
| 3Y | +39.8% | +165.5% | -125.7% | +1.8% |
| 5Y | +7.2% | +540.9% | -533.7% | -39.4% |
| 10Y | +207.7% | +1,133.6% | -925.9% | +34.7% |
| All | +328.4% | +2,885.5% | -2,557.0% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling