+1,895.8%
AVGO vs MGY
+210.8%
+1,684.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.5% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | -13.7% | +6.8% | -20.6% | -15.2% |
| 3M | -6.9% | +2.6% | -9.5% | -8.2% |
| 6M | +5.8% | -3.1% | +8.9% | +5.2% |
| YTD | +5.7% | +29.4% | -23.7% | -2.8% |
| 1Y | +9.0% | +22.3% | -13.3% | +1.7% |
| 3Y | +340.5% | +26.6% | +314.0% | +301.0% |
| 5Y | +711.1% | +92.1% | +618.9% | +538.8% |
| All | +1,895.8% | +210.8% | +1,684.9% | +1,170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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