+11.3%
AVGO vs MDLN
-7.5%
+18.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -1.0% |
| 7D | +1.0% | -11.5% | +12.5% | +1.0% |
| 30D | -13.3% | -7.6% | -5.7% | -13.3% |
| 3M | -2.9% | -11.4% | +8.5% | -3.9% |
| 6M | +5.7% | -24.5% | +30.2% | +7.7% |
| YTD | +4.6% | -22.9% | +27.5% | +5.6% |
| All | +11.3% | -7.5% | +18.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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