+49,194.2%
QCOM vs MTB
+5,268.1%
+43,926.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.4% | -1.3% | +1.7% | +0.9% |
| 30D | -6.6% | +0.5% | -7.1% | -6.7% |
| 3M | +3.7% | -12.4% | +16.1% | +8.9% |
| 6M | -13.3% | +1.5% | -14.8% | -14.1% |
| YTD | -1.8% | +10.3% | -12.1% | -5.9% |
| 1Y | -2.5% | +22.2% | -24.7% | -10.1% |
| 3Y | +47.0% | +96.9% | -50.0% | +12.9% |
| 5Y | +13.1% | +64.3% | -51.2% | -9.1% |
| 10Y | +224.7% | +137.8% | +86.9% | +109.7% |
| All | +49,194.2% | +5,268.1% | +43,926.2% | +16,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling