+2,770.9%
AVGO vs MAR
+450.9%
+2,320.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.4% |
| 7D | +1.1% | -0.5% | +1.7% | +1.3% |
| 30D | -13.0% | -5.4% | -7.6% | -11.0% |
| 3M | -6.0% | -15.5% | +9.5% | +0.7% |
| 6M | +6.4% | +3.0% | +3.4% | +3.6% |
| YTD | +5.0% | +8.5% | -3.5% | -0.6% |
| 1Y | +1.4% | +26.0% | -24.6% | -11.2% |
| 3Y | +336.8% | +68.6% | +268.2% | +235.6% |
| 5Y | +698.2% | +157.4% | +540.8% | +405.2% |
| All | +2,770.9% | +450.9% | +2,320.1% | +1,327.3% |
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