+1,572.6%
AVGO vs MDB
+892.0%
+680.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.6% | +4.1% | +7.8% |
| 7D | -0.9% | -0.9% | +0.1% | -0.5% |
| 30D | -11.6% | -15.2% | +3.5% | -8.5% |
| 3M | -25.2% | -17.9% | -7.3% | -23.0% |
| 6M | -25.4% | +9.3% | -34.8% | -28.9% |
| YTD | -7.2% | -22.0% | +14.8% | -6.4% |
| 1Y | -7.9% | -9.3% | +1.4% | -10.6% |
| 3Y | +262.1% | -10.4% | +272.5% | +231.1% |
| 5Y | +525.7% | -43.2% | +568.9% | +472.8% |
| All | +1,572.6% | +892.0% | +680.6% | +806.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling