+606.7%
AVGO vs MPC
+603.7%
+3.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.1% | +5.0% |
| 7D | +25.0% | +9.4% | +15.6% | +22.7% |
| 30D | +2.0% | -13.4% | +15.4% | +4.7% |
| 3M | -12.3% | +18.9% | -31.1% | -16.0% |
| 6M | -12.8% | +64.9% | -77.7% | -22.7% |
| YTD | +5.9% | +156.8% | -150.9% | -17.4% |
| 1Y | +3.3% | +113.2% | -109.8% | -15.1% |
| 3Y | +293.1% | +201.8% | +91.3% | +183.8% |
| 5Y | +606.7% | +601.4% | +5.4% | +308.5% |
| All | +606.7% | +603.7% | +3.0% | +308.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling