+373.4%
QCOM vs MPC
+3,007.0%
-2,633.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.1% | +13.4% | +7.5% |
| 7D | -5.3% | -10.9% | +5.6% | -2.7% |
| 30D | -4.2% | -9.4% | +5.2% | -2.3% |
| 3M | +7.0% | +26.0% | -18.9% | -0.9% |
| 6M | +3.8% | +56.5% | -52.7% | -10.0% |
| YTD | +2.8% | +144.3% | -141.4% | -22.0% |
| 1Y | +2.3% | +117.2% | -114.9% | -19.9% |
| 3Y | +54.4% | +176.3% | -121.9% | +11.2% |
| 5Y | +23.7% | +590.5% | -566.8% | -31.5% |
| 10Y | +240.0% | +1,183.8% | -943.9% | +47.1% |
| All | +373.4% | +3,007.0% | -2,633.6% | +35.8% |
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 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