+553.0%
AVGO vs MAR
+178.1%
+374.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.7% | +1.3% | +2.6% |
| 7D | 0.0% | +2.9% | -2.9% | -1.4% |
| 30D | -8.2% | +17.0% | -25.2% | -15.3% |
| 3M | -21.3% | +23.2% | -44.4% | -29.5% |
| 6M | -22.5% | +21.7% | -44.3% | -31.1% |
| YTD | -3.6% | +38.9% | -42.4% | -21.1% |
| 1Y | -6.7% | +48.7% | -55.3% | -27.1% |
| 3Y | +258.1% | +122.9% | +135.2% | +117.2% |
| All | +553.0% | +178.1% | +374.9% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling