+31,987.2%
AVGO vs MCO
+2,228.3%
+29,759.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -0.8% | -3.1% | +2.4% | +0.8% |
| 30D | -13.7% | -0.5% | -13.2% | -13.9% |
| 3M | -6.9% | +5.7% | -12.6% | -11.0% |
| 6M | +5.8% | +3.0% | +2.7% | +2.0% |
| YTD | +5.7% | -6.5% | +12.2% | +6.3% |
| 1Y | +9.0% | -5.8% | +14.8% | +8.2% |
| 3Y | +340.5% | +43.1% | +297.4% | +243.4% |
| 5Y | +711.1% | +29.5% | +681.6% | +558.9% |
| 10Y | +2,856.4% | +388.8% | +2,467.6% | +1,122.5% |
| All | +31,987.2% | +2,228.3% | +29,759.0% | +7,470.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling