+2,660.6%
AVGO vs MKC
+25.8%
+2,634.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -5.9% | -4.9% |
| 7D | +18.2% | -3.0% | +21.1% | +18.6% |
| 30D | +0.2% | +4.8% | -4.6% | -0.7% |
| 3M | -16.8% | -12.8% | -4.0% | -15.4% |
| 6M | -16.5% | +5.0% | -21.5% | -18.0% |
| YTD | +0.8% | -29.1% | +29.9% | +5.7% |
| 1Y | +2.8% | -26.4% | +29.2% | +6.9% |
| 3Y | +278.5% | -21.6% | +300.2% | +271.3% |
| 5Y | +573.1% | -35.2% | +608.3% | +591.1% |
| All | +2,660.6% | +25.8% | +2,634.8% | +2,106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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