+695.6%
AVGO vs MKC
-33.9%
+729.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.0% |
| 7D | +1.0% | -2.8% | +3.8% | +0.8% |
| 30D | -13.3% | -3.4% | -9.9% | -13.5% |
| 3M | -2.9% | +3.8% | -6.6% | -2.6% |
| 6M | +5.7% | -17.9% | +23.6% | +5.4% |
| YTD | +4.6% | -23.6% | +28.3% | +4.2% |
| 1Y | -1.6% | -23.1% | +21.4% | -1.9% |
| 3Y | +336.2% | -31.5% | +367.7% | +341.1% |
| 5Y | +695.6% | -33.1% | +728.7% | +721.2% |
| All | +695.6% | -33.9% | +729.6% | +721.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling