+245.8%
QCOM vs MXL
+191.0%
+54.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.4% | -9.6% | -1.5% |
| 7D | +2.0% | +5.5% | -3.5% | -0.4% |
| 30D | +1.2% | -32.6% | +33.9% | +10.8% |
| 3M | +9.1% | -13.1% | +22.3% | +8.2% |
| 6M | -25.0% | -41.4% | +16.4% | -20.9% |
| YTD | +4.8% | +243.9% | -239.1% | -42.5% |
| 1Y | +3.6% | +305.1% | -301.5% | -46.6% |
| 3Y | +51.5% | +260.1% | -208.6% | -31.8% |
| 5Y | +19.7% | -12.1% | +31.8% | -14.7% |
| 10Y | +245.8% | +182.8% | +63.0% | +33.1% |
| All | +245.8% | +191.0% | +54.8% | +33.1% |
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