+31,416.6%
AVGO vs MDT
+295.9%
+31,120.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | -3.0% | +3.2% | -6.2% | -4.5% |
| 30D | -14.4% | +9.5% | -23.9% | -18.5% |
| 3M | -14.4% | +16.0% | -30.4% | -21.7% |
| 6M | +13.1% | +0.2% | +12.9% | +11.0% |
| YTD | +3.8% | -0.3% | +4.1% | +1.6% |
| 1Y | +17.8% | +4.7% | +13.1% | +11.6% |
| 3Y | +325.3% | +26.5% | +298.7% | +250.3% |
| 5Y | +689.9% | -18.2% | +708.1% | +733.7% |
| 10Y | +2,597.0% | +40.0% | +2,557.0% | +1,873.0% |
| All | +31,416.6% | +295.9% | +31,120.7% | +13,841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling