+244.4%
AVGO vs MCD
+10.9%
+233.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.6% |
| 7D | -9.9% | +7.1% | -17.1% | -8.5% |
| 30D | -22.0% | +19.8% | -41.8% | -18.8% |
| 3M | -30.0% | +0.8% | -30.8% | -29.5% |
| 6M | -30.7% | -1.3% | -29.4% | -30.2% |
| YTD | -14.7% | -7.8% | -6.9% | -14.7% |
| 1Y | -16.8% | -5.0% | -11.8% | -16.7% |
| 3Y | +244.4% | +10.5% | +233.9% | +270.9% |
| All | +244.4% | +10.9% | +233.5% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling