+36.2%
QCOM vs MXL
+23.2%
+13.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.0% | -2.8% | +1.6% |
| 7D | +5.1% | +15.5% | -10.4% | +1.1% |
| 30D | +4.3% | -11.3% | +15.6% | +6.5% |
| 3M | -19.6% | -16.1% | -3.5% | -20.4% |
| 6M | +29.5% | +323.0% | -293.6% | -27.4% |
| YTD | +3.4% | +281.5% | -278.2% | -40.7% |
| 1Y | +10.9% | +319.3% | -308.4% | -39.2% |
| 3Y | +74.8% | +189.4% | -114.6% | -8.6% |
| 5Y | +36.2% | +26.0% | +10.2% | +4.0% |
| All | +36.2% | +23.2% | +13.0% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling