+2,770.9%
AVGO vs MCK
+442.8%
+2,328.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.1% | -2.9% | +4.1% | +1.7% |
| 30D | -13.0% | +0.4% | -13.4% | -13.2% |
| 3M | -6.0% | +12.1% | -18.1% | -8.7% |
| 6M | +6.4% | -5.4% | +11.8% | +7.1% |
| YTD | +5.0% | +7.8% | -2.8% | +1.9% |
| 1Y | +1.4% | +22.9% | -21.6% | -4.9% |
| 3Y | +336.8% | +110.7% | +226.1% | +241.5% |
| 5Y | +698.2% | +346.2% | +352.0% | +379.0% |
| All | +2,770.9% | +442.8% | +2,328.1% | +1,358.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling