+720.4%
AVGO vs MAR
+156.7%
+563.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +4.1% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | -13.8% | -6.9% | -6.9% | -10.9% |
| 3M | -6.9% | -15.8% | +8.9% | +1.0% |
| 6M | +11.9% | +1.9% | +10.0% | +8.7% |
| YTD | +6.9% | +6.6% | +0.3% | +0.5% |
| 1Y | +7.4% | +23.7% | -16.3% | -8.5% |
| 3Y | +345.6% | +64.6% | +281.0% | +220.3% |
| All | +720.4% | +156.7% | +563.7% | +387.1% |
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