+7.9%
QCOM vs MULL
+3,061.6%
-3,053.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.8% | -11.7% | -1.4% |
| 7D | +3.3% | +17.3% | -14.0% | +1.2% |
| 30D | +7.7% | +23.5% | -15.8% | +4.2% |
| 3M | -30.1% | -24.0% | -6.1% | -30.7% |
| 6M | +22.8% | +276.7% | -253.9% | +2.7% |
| YTD | +0.2% | +565.1% | -564.9% | -22.8% |
| 1Y | +7.9% | +2,802.6% | -2,794.7% | -26.7% |
| All | +7.9% | +3,061.6% | -3,053.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling