+21.1%
QCOM vs MXL
-19.0%
+40.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +2.2% |
| 7D | +5.5% | -15.9% | +21.4% | +9.3% |
| 30D | -1.1% | -44.0% | +42.9% | +12.9% |
| 3M | +7.6% | -21.3% | +28.9% | +9.8% |
| 6M | -20.1% | -46.1% | +26.0% | -14.0% |
| YTD | +3.0% | +208.8% | -205.8% | -39.7% |
| 1Y | +3.2% | +255.5% | -252.3% | -42.7% |
| 3Y | +48.9% | +223.3% | -174.4% | -30.1% |
| 5Y | +21.1% | -18.1% | +39.2% | +3.1% |
| All | +21.1% | -19.0% | +40.1% | +3.1% |
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 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