+535.3%
QCOM vs MXL
+249.5%
+285.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -1.3% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | +7.7% | -7.0% | +14.7% | +8.6% |
| 3M | -30.1% | -33.4% | +3.3% | -26.3% |
| 6M | +22.8% | +260.2% | -237.3% | -22.7% |
| YTD | +0.2% | +260.0% | -259.8% | -37.4% |
| 1Y | +7.9% | +303.5% | -295.6% | -35.3% |
| 3Y | +55.8% | +160.4% | -104.6% | -7.2% |
| 5Y | +30.1% | +14.7% | +15.4% | -6.8% |
| 10Y | +248.9% | +215.6% | +33.3% | +82.6% |
| All | +535.3% | +249.5% | +285.8% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling