+621.5%
QCOM vs MUB
+76.3%
+545.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.9% | +4.2% | +3.8% |
| 30D | +7.7% | -1.4% | +9.1% | +8.5% |
| 3M | -30.1% | -2.2% | -27.9% | -29.2% |
| 6M | +22.8% | -1.9% | +24.7% | +24.2% |
| YTD | +0.2% | -0.8% | +1.0% | +0.8% |
| 1Y | +7.9% | +2.7% | +5.1% | +6.6% |
| 3Y | +55.8% | +8.6% | +47.2% | +49.7% |
| 5Y | +30.1% | +2.0% | +28.0% | +27.8% |
| 10Y | +248.9% | +17.9% | +231.0% | +237.0% |
| All | +621.5% | +76.3% | +545.2% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling