+2,798.6%
AVGO vs MCD
+202.6%
+2,596.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.8% |
| 7D | +25.0% | -1.6% | +26.6% | +26.0% |
| 30D | +2.0% | +16.0% | -14.1% | -6.0% |
| 3M | -12.3% | 0.0% | -12.2% | -12.8% |
| 6M | -12.8% | +0.9% | -13.8% | -14.6% |
| YTD | +5.9% | -8.7% | +14.6% | +9.1% |
| 1Y | +3.3% | -8.6% | +11.9% | +5.9% |
| 3Y | +293.1% | +9.9% | +283.2% | +241.6% |
| 5Y | +606.7% | +22.6% | +584.1% | +461.6% |
| All | +2,798.6% | +202.6% | +2,596.0% | +1,292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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