+17.8%
AVGO vs MCK
+32.0%
-14.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | -0.1% |
| 7D | -3.0% | +1.7% | -4.7% | -2.6% |
| 30D | -14.4% | +3.6% | -18.1% | -13.8% |
| 3M | -14.4% | +20.1% | -34.5% | -11.6% |
| 6M | +13.1% | -7.0% | +20.2% | +18.6% |
| YTD | +3.8% | +11.0% | -7.2% | +7.6% |
| 1Y | +17.8% | +31.8% | -14.1% | +26.7% |
| All | +17.8% | +32.0% | -14.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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