+7.4%
AVGO vs MCD
-16.1%
+23.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +2.9% | +3.0% |
| 7D | -0.3% | -2.0% | +1.7% | -1.4% |
| 30D | -13.8% | -6.1% | -7.7% | -16.7% |
| 3M | -6.9% | -7.3% | +0.3% | -10.3% |
| 6M | +11.9% | -20.9% | +32.9% | -1.2% |
| YTD | +6.9% | -14.7% | +21.5% | +0.8% |
| 1Y | +7.4% | -16.1% | +23.5% | -3.7% |
| All | +7.4% | -16.1% | +23.5% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling