+691.7%
AVGO vs MCD
+20.4%
+671.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -3.0% | -2.8% | -0.1% | -2.5% |
| 30D | -14.4% | -6.0% | -8.4% | -13.6% |
| 3M | -14.4% | -5.6% | -8.9% | -13.9% |
| 6M | +13.1% | -21.9% | +35.0% | +19.2% |
| YTD | +3.8% | -14.7% | +18.5% | +6.7% |
| 1Y | +17.8% | -17.3% | +35.0% | +21.8% |
| 3Y | +325.3% | -2.2% | +327.4% | +305.4% |
| All | +691.7% | +20.4% | +671.3% | +558.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling