+242.8%
QCOM vs MUB
+21.7%
+221.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +5.5% | +0.6% | +4.9% | +4.6% |
| 30D | -1.1% | +3.4% | -4.5% | -5.5% |
| 3M | +7.6% | -0.7% | +8.3% | +8.5% |
| 6M | -20.1% | -1.0% | -19.1% | -18.9% |
| YTD | +3.0% | 0.0% | +3.0% | +3.3% |
| 1Y | +3.2% | +0.4% | +2.9% | +3.0% |
| 3Y | +48.9% | +10.5% | +38.4% | +30.4% |
| 5Y | +21.1% | +3.1% | +18.0% | +15.5% |
| 10Y | +242.8% | +22.0% | +220.7% | +214.3% |
| All | +242.8% | +21.7% | +221.1% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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