+336.8%
AVGO vs MKTX
-25.3%
+362.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.1% | -0.2% | +1.4% | +1.1% |
| 30D | -13.0% | +0.7% | -13.7% | -13.0% |
| 3M | -6.0% | +40.8% | -46.8% | -4.1% |
| 6M | +6.4% | -8.0% | +14.4% | +4.9% |
| YTD | +5.0% | -8.7% | +13.7% | +3.3% |
| 1Y | +1.4% | -11.8% | +13.2% | -0.1% |
| 3Y | +336.8% | -24.0% | +360.8% | +320.5% |
| All | +336.8% | -25.3% | +362.1% | +320.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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