+10.9%
QCOM vs MTB
+23.0%
-12.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +5.1% | +2.8% | +2.3% | +4.3% |
| 30D | +4.3% | -4.2% | +8.5% | +5.4% |
| 3M | -19.6% | +7.8% | -27.4% | -21.6% |
| 6M | +29.5% | +14.8% | +14.7% | +22.9% |
| YTD | +3.4% | +20.8% | -17.4% | -5.4% |
| 1Y | +10.9% | +23.1% | -12.2% | -1.4% |
| All | +10.9% | +23.0% | -12.1% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling