+3.3%
AVGO vs MDT
+9.8%
-6.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.2% | +5.3% |
| 7D | +25.0% | -3.7% | +28.7% | +23.0% |
| 30D | +2.0% | +8.6% | -6.6% | +6.0% |
| 3M | -12.3% | +12.2% | -24.4% | -7.2% |
| 6M | -12.8% | +33.7% | -46.5% | -2.7% |
| YTD | +5.9% | +7.8% | -2.0% | +17.9% |
| 1Y | +3.3% | +8.9% | -5.6% | +14.9% |
| All | +3.3% | +9.8% | -6.5% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling