+2,770.9%
AVGO vs MKC
+29.9%
+2,741.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | -13.0% | -3.1% | -9.9% | -12.7% |
| 3M | -6.0% | +5.2% | -11.2% | -7.1% |
| 6M | +6.4% | -12.8% | +19.2% | +8.4% |
| YTD | +5.0% | -23.3% | +28.3% | +9.2% |
| 1Y | +1.4% | -24.1% | +25.5% | +5.4% |
| 3Y | +336.8% | -32.1% | +368.9% | +358.0% |
| 5Y | +698.2% | -32.8% | +731.0% | +725.3% |
| All | +2,770.9% | +29.9% | +2,741.1% | +2,253.5% |
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