+30.9%
QCOM vs MTB
+101.8%
-71.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +2.5% |
| 30D | +7.7% | -4.2% | +11.9% | +9.6% |
| 3M | -30.1% | +8.9% | -38.9% | -32.9% |
| 6M | +22.8% | +10.9% | +12.0% | +16.7% |
| YTD | +0.2% | +21.5% | -21.3% | -8.9% |
| 1Y | +7.9% | +21.9% | -14.1% | -2.2% |
| 3Y | +55.8% | +109.2% | -53.4% | +11.4% |
| All | +30.9% | +101.8% | -71.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling