+272.2%
QCOM vs MXL
+284.4%
-12.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.1% |
| 7D | +4.9% | +16.6% | -11.7% | +0.3% |
| 30D | +9.3% | +0.5% | +8.9% | +7.8% |
| 3M | -7.0% | -3.6% | -3.4% | -11.8% |
| 6M | +32.0% | +328.0% | -296.0% | -28.7% |
| YTD | +5.0% | +297.8% | -292.8% | -42.5% |
| 1Y | +13.6% | +339.4% | -325.8% | -40.7% |
| 3Y | +77.6% | +201.7% | -124.2% | -11.2% |
| 5Y | +38.2% | +32.8% | +5.4% | -11.0% |
| All | +272.2% | +284.4% | -12.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling