+74.8%
QCOM vs MXL
+186.9%
-112.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.0% | -2.8% | +1.9% |
| 7D | +5.1% | +15.5% | -10.4% | +1.9% |
| 30D | +4.3% | -11.3% | +15.6% | +6.1% |
| 3M | -19.6% | -16.1% | -3.5% | -20.0% |
| 6M | +29.5% | +323.0% | -293.6% | -15.2% |
| YTD | +3.4% | +281.5% | -278.2% | -31.0% |
| 1Y | +10.9% | +319.3% | -308.4% | -28.4% |
| 3Y | +74.8% | +189.4% | -114.6% | +9.7% |
| All | +74.8% | +186.9% | -112.1% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling