+47.0%
QCOM vs MTB
+95.2%
-48.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | +3.7% | -12.4% | +16.1% | +10.3% |
| 6M | -13.3% | +1.5% | -14.8% | -14.6% |
| YTD | -1.8% | +10.3% | -12.1% | -7.9% |
| 1Y | -2.5% | +22.2% | -24.7% | -13.6% |
| 3Y | +47.0% | +96.9% | -50.0% | +6.2% |
| All | +47.0% | +95.2% | -48.3% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling