+10.2%
QCOM vs MULL
+1,230.7%
-1,220.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.5% | -1.9% |
| 7D | +4.3% | +24.5% | -20.3% | +0.4% |
| 30D | -0.1% | -35.5% | +35.4% | +4.6% |
| 3M | +5.2% | -44.8% | +50.0% | +11.2% |
| 6M | -18.4% | -45.5% | +27.1% | -19.3% |
| YTD | +2.4% | +232.5% | -230.1% | -27.4% |
| 1Y | +0.9% | +343.3% | -342.4% | -33.3% |
| All | +10.2% | +1,230.7% | -1,220.5% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling