+2,106.6%
AVGO vs MCD
+213.7%
+1,892.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -9.9% | +7.1% | -17.1% | -13.2% |
| 30D | -22.0% | +19.8% | -41.8% | -29.3% |
| 3M | -30.0% | +0.8% | -30.8% | -30.8% |
| 6M | -30.7% | -1.3% | -29.4% | -31.3% |
| YTD | -14.7% | -7.8% | -6.9% | -12.5% |
| 1Y | -16.8% | -5.0% | -11.8% | -16.7% |
| 3Y | +244.4% | +10.5% | +233.9% | +199.0% |
| 5Y | +474.0% | +22.0% | +452.1% | +359.9% |
| All | +2,106.6% | +213.7% | +1,892.9% | +1,087.8% |
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