-10.2%
AVGO vs MDB
-9.9%
-0.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.6% | +4.1% | +8.0% |
| 7D | -0.9% | -0.9% | +0.1% | -0.6% |
| 30D | -11.6% | -15.2% | +3.5% | -9.6% |
| 3M | -25.2% | -17.9% | -7.3% | -23.6% |
| 6M | -25.4% | +9.3% | -34.8% | -27.2% |
| YTD | -7.2% | -22.0% | +14.8% | -6.0% |
| All | -10.2% | -9.9% | -0.3% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling