+474.0%
AVGO vs MPC
+527.1%
-53.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.0% |
| 7D | -9.9% | -16.2% | +6.3% | -6.7% |
| 30D | -22.0% | -15.7% | -6.3% | -19.6% |
| 3M | -30.0% | +24.9% | -54.9% | -33.9% |
| 6M | -30.7% | +52.7% | -83.4% | -37.7% |
| YTD | -14.7% | +131.9% | -146.5% | -32.1% |
| 1Y | -16.8% | +96.6% | -113.4% | -30.6% |
| 3Y | +244.4% | +163.8% | +80.6% | +155.8% |
| All | +474.0% | +527.1% | -53.1% | +236.6% |
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