+50,186.6%
QCOM vs MRSH
+3,354.2%
+46,832.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | +3.3% | -3.6% | +6.9% | +5.2% |
| 30D | +7.7% | -3.0% | +10.7% | +9.2% |
| 3M | -30.1% | +15.8% | -45.9% | -36.2% |
| 6M | +22.8% | +1.6% | +21.3% | +18.4% |
| YTD | +0.2% | +1.7% | -1.5% | -4.0% |
| 1Y | +7.9% | -8.0% | +15.9% | +8.3% |
| 3Y | +55.8% | -0.3% | +56.1% | +47.6% |
| 5Y | +30.1% | +25.9% | +4.2% | +9.3% |
| 10Y | +248.9% | +222.0% | +26.9% | +80.1% |
| All | +50,186.6% | +3,354.2% | +46,832.4% | +6,679.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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