+2,798.6%
AVGO vs MAR
+531.5%
+2,267.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +6.0% |
| 7D | +25.0% | +1.8% | +23.2% | +24.0% |
| 30D | +2.0% | +14.3% | -12.3% | -4.0% |
| 3M | -12.3% | +20.0% | -32.3% | -19.4% |
| 6M | -12.8% | +21.7% | -34.5% | -21.1% |
| YTD | +5.9% | +37.7% | -31.8% | -10.0% |
| 1Y | +3.3% | +46.8% | -43.5% | -15.1% |
| 3Y | +293.1% | +121.0% | +172.1% | +167.1% |
| 5Y | +606.7% | +183.1% | +423.6% | +325.5% |
| All | +2,798.6% | +531.5% | +2,267.1% | +1,166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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