+332.7%
AVGO vs MDB
-2.3%
+334.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.2% |
| 7D | -3.0% | -17.4% | +14.5% | +1.1% |
| 30D | -14.4% | -2.0% | -12.4% | -14.6% |
| 3M | -14.4% | -3.0% | -11.4% | -14.8% |
| 6M | +13.1% | +48.7% | -35.6% | -0.5% |
| YTD | +3.8% | -12.1% | +15.9% | +3.2% |
| 1Y | +17.8% | +14.5% | +3.3% | +8.1% |
| All | +332.7% | -2.3% | +334.9% | +284.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling