+5.7%
QCOM vs MULL
+968.6%
-962.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.1% | -3.6% | +4.1% |
| 7D | +0.4% | -42.7% | +43.1% | +7.8% |
| 30D | -6.6% | -63.8% | +57.1% | +6.8% |
| 3M | +3.7% | -49.0% | +52.7% | +11.3% |
| 6M | -13.3% | -38.2% | +24.9% | -15.7% |
| YTD | -1.8% | +167.0% | -168.8% | -27.7% |
| 1Y | -2.5% | +247.7% | -250.2% | -33.1% |
| All | +5.7% | +968.6% | -962.9% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling