+245.8%
QCOM vs MTB
+119.7%
+126.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +2.0% | -2.0% | +3.9% | +2.8% |
| 30D | +1.2% | +0.1% | +1.1% | +1.3% |
| 3M | +9.1% | -12.1% | +21.2% | +14.5% |
| 6M | -25.0% | +7.3% | -32.3% | -27.2% |
| YTD | +4.8% | +11.5% | -6.7% | 0.0% |
| 1Y | +3.6% | +21.3% | -17.7% | -4.3% |
| 3Y | +51.5% | +104.1% | -52.7% | +15.3% |
| 5Y | +19.7% | +61.8% | -42.1% | -2.6% |
| 10Y | +245.8% | +115.4% | +130.4% | +163.3% |
| All | +245.8% | +119.7% | +126.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling