+718.9%
AVGO vs MDB
-26.9%
+745.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.4% | +3.7% |
| 7D | -0.3% | -18.0% | +17.7% | +3.7% |
| 30D | -13.8% | -10.7% | -3.1% | -12.3% |
| 3M | -6.9% | +1.0% | -7.9% | -8.2% |
| 6M | +11.9% | +31.6% | -19.7% | +2.8% |
| YTD | +6.9% | -15.2% | +22.1% | +6.8% |
| 1Y | +7.4% | +10.1% | -2.7% | +0.5% |
| 3Y | +345.6% | -5.6% | +351.2% | +302.5% |
| 5Y | +718.9% | -24.5% | +743.4% | +620.3% |
| All | +718.9% | -26.9% | +745.8% | +620.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling