+2,660.6%
AVGO vs MDT
+62.9%
+2,597.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.6% | -5.5% |
| 7D | +18.2% | +1.0% | +17.1% | +17.6% |
| 30D | +0.2% | +9.2% | -8.9% | -3.8% |
| 3M | -16.8% | +14.5% | -31.3% | -22.2% |
| 6M | -16.5% | +37.3% | -53.8% | -29.4% |
| YTD | +0.8% | +9.8% | -9.0% | -5.4% |
| 1Y | +2.8% | +10.5% | -7.7% | -3.8% |
| 3Y | +278.5% | +57.4% | +221.1% | +180.9% |
| 5Y | +573.1% | +1.2% | +571.9% | +543.3% |
| All | +2,660.6% | +62.9% | +2,597.7% | +1,862.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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