+1,804.3%
AVGO vs MDB
+986.0%
+818.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.8% | -4.5% | +3.8% | +0.1% |
| 30D | -13.7% | -14.0% | +0.3% | -11.4% |
| 3M | -6.9% | +5.3% | -12.3% | -9.1% |
| 6M | +5.8% | +31.9% | -26.1% | -2.9% |
| YTD | +5.7% | -14.6% | +20.3% | +5.3% |
| 1Y | +9.0% | +8.2% | +0.8% | +2.5% |
| 3Y | +340.5% | -5.0% | +345.5% | +299.7% |
| 5Y | +711.1% | -24.5% | +735.6% | +601.2% |
| All | +1,804.3% | +986.0% | +818.3% | +919.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MDB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling