+2,664.2%
AVGO vs MPC
+1,119.4%
+1,544.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +5.4% | -8.4% | -4.4% |
| 30D | -14.4% | +31.0% | -45.4% | -21.0% |
| 3M | -14.4% | +46.0% | -60.5% | -23.8% |
| 6M | +13.1% | +77.3% | -64.2% | -5.7% |
| YTD | +3.8% | +141.9% | -138.1% | -21.8% |
| 1Y | +17.8% | +120.9% | -103.1% | -9.0% |
| 3Y | +325.3% | +182.7% | +142.6% | +196.4% |
| 5Y | +689.9% | +646.4% | +43.5% | +292.6% |
| All | +2,664.2% | +1,119.4% | +1,544.8% | +964.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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