+32,355.3%
AVGO vs MKC
+357.0%
+31,998.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -0.3% | -4.3% | +4.0% | +0.9% |
| 30D | -13.8% | -2.0% | -11.8% | -13.5% |
| 3M | -6.9% | +10.0% | -16.9% | -10.1% |
| 6M | +11.9% | -18.5% | +30.5% | +17.5% |
| YTD | +6.9% | -22.4% | +29.3% | +13.2% |
| 1Y | +7.4% | -23.6% | +31.0% | +13.6% |
| 3Y | +345.6% | -30.4% | +376.0% | +371.5% |
| 5Y | +718.9% | -34.2% | +753.1% | +767.4% |
| 10Y | +2,755.4% | +26.8% | +2,728.5% | +1,934.1% |
| All | +32,355.3% | +357.0% | +31,998.4% | +10,542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling