+2.8%
AVGO vs MAR
+47.1%
-44.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.7% |
| 7D | +18.2% | +1.6% | +16.5% | +18.1% |
| 30D | +0.2% | +13.8% | -13.6% | +0.1% |
| 3M | -16.8% | +20.3% | -37.1% | -16.9% |
| 6M | -16.5% | +21.3% | -37.8% | -17.4% |
| YTD | +0.8% | +37.2% | -36.4% | +1.2% |
| 1Y | +2.8% | +48.4% | -45.6% | +7.3% |
| All | +2.8% | +47.1% | -44.3% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling