+1,807.6%
AVGO vs MDB
+929.6%
+878.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.4% |
| 7D | +25.0% | +11.6% | +13.4% | +22.2% |
| 30D | +2.0% | -8.9% | +10.9% | +4.1% |
| 3M | -12.3% | -22.4% | +10.1% | -8.5% |
| 6M | -12.8% | +10.1% | -22.9% | -16.9% |
| YTD | +5.9% | -19.0% | +24.9% | +5.9% |
| 1Y | +3.3% | -7.0% | +10.3% | -0.3% |
| 3Y | +293.1% | -9.8% | +302.9% | +258.9% |
| 5Y | +606.7% | -40.1% | +646.8% | +539.7% |
| All | +1,807.6% | +929.6% | +878.0% | +926.0% |
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