+1.4%
AVGO vs MCO
-5.7%
+7.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.6% |
| 7D | +1.1% | -3.8% | +4.9% | +0.5% |
| 30D | -13.0% | -0.4% | -12.6% | -13.1% |
| 3M | -6.0% | +7.7% | -13.7% | -5.6% |
| 6M | +6.4% | +7.0% | -0.6% | +6.7% |
| YTD | +5.0% | -6.4% | +11.4% | +5.9% |
| 1Y | +1.4% | -7.6% | +9.0% | +4.5% |
| All | +1.4% | -5.7% | +7.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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