Broadcom (AVGO) had the highest return in February 2011 by a mega-cap US stock, returning 17.5%.

ASSET	MONTH	% RETURN
Broadcom (AVGO)	February 2011	17.53%
Advanced Micro Devices (AMD)	February 2011	13.7%
Toyota Motor Corporation ADR (TM)	February 2011	12.94%
Toronto Dominion Bank (TD)	February 2011	10.87%
KLA (KLAC)	February 2011	10.8%
Novo Nordisk A-S (NVO)	February 2011	9.97%
Chevron (CVX)	February 2011	9.31%
Philip Morris International (PM)	February 2011	9.14%
Lam Research (LRCX)	February 2011	8.82%
Royal Bank of Canada (RY)	February 2011	8.48%
Berkshire Hathaway (BRK.A)	February 2011	6.75%
Berkshire Hathaway (BRK.B)	February 2011	6.36%
LIN TV (LIN)	February 2011	6.33%
Mitsubishi UFJ Financial Group Inc ADR (MUFG)	February 2011	6.14%
Exxon Mobil (XOM)	February 2011	5.97%
Caterpillar (CAT)	February 2011	5.73%
BHP (BHP)	February 2011	4.72%
Novartis AG ADR (NVS)	February 2011	4.6%
Mastercard (MA)	February 2011	4.45%
Applied Materials (AMAT)	February 2011	4.44%
Micron Technology (MU)	February 2011	4.31%
Visa Inc Class A (V)	February 2011	4.25%
Texas Instruments (TXN)	February 2011	4.15%
Johnson & Johnson (JNJ)	February 2011	3.85%
Costco Wholesale (COST)	February 2011	3.84%

Mega-cap stocks are treated as having a market cap of $200B+.