+7.8%
QCOM vs MULL
+2,561.4%
-2,553.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.8% | -11.7% | -1.7% |
| 7D | +3.3% | +17.3% | -14.0% | +0.8% |
| 30D | +7.7% | +23.5% | -15.8% | +3.6% |
| 3M | -30.1% | -24.0% | -6.1% | -31.2% |
| 6M | +22.8% | +276.7% | -253.9% | -8.3% |
| YTD | +0.2% | +565.1% | -564.9% | -34.1% |
| 1Y | +7.9% | +2,802.6% | -2,794.7% | -48.8% |
| All | +7.8% | +2,561.4% | -2,553.6% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling