+339.7%
AVGO vs MAR
+64.8%
+274.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -13.7% | -4.7% | -9.1% | -11.9% |
| 3M | -6.9% | -15.6% | +8.7% | +0.9% |
| 6M | +5.8% | +1.2% | +4.6% | +2.4% |
| YTD | +5.7% | +7.5% | -1.8% | -2.3% |
| 1Y | +9.0% | +26.6% | -17.6% | -11.4% |
| All | +339.7% | +64.8% | +274.9% | +176.8% |
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