+278.5%
AVGO vs MAR
+120.6%
+157.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | +18.2% | +1.6% | +16.5% | +17.3% |
| 30D | +0.2% | +13.8% | -13.6% | -5.8% |
| 3M | -16.8% | +20.3% | -37.1% | -24.1% |
| 6M | -16.5% | +21.3% | -37.8% | -25.2% |
| YTD | +0.8% | +37.2% | -36.4% | -17.2% |
| 1Y | +2.8% | +48.4% | -45.6% | -20.5% |
| 3Y | +278.5% | +120.1% | +158.4% | +96.9% |
| All | +278.5% | +120.6% | +157.9% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling