+1,437.6%
AVGO vs MDB
+848.0%
+589.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.2% |
| 7D | -9.9% | -11.4% | +1.4% | -7.5% |
| 30D | -22.0% | -13.8% | -8.2% | -19.5% |
| 3M | -30.0% | -15.5% | -14.6% | -28.5% |
| 6M | -30.7% | +17.9% | -48.7% | -35.2% |
| YTD | -14.7% | -25.5% | +10.8% | -13.1% |
| 1Y | -16.8% | -12.1% | -4.7% | -18.8% |
| 3Y | +244.4% | -5.9% | +250.3% | +211.4% |
| 5Y | +474.0% | -43.7% | +517.7% | +426.0% |
| All | +1,437.6% | +848.0% | +589.7% | +741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling