+696.9%
AVGO vs MKTX
-60.5%
+757.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.1% | -0.2% | +1.4% | +1.2% |
| 30D | -13.0% | +0.7% | -13.7% | -13.1% |
| 3M | -6.0% | +40.8% | -46.8% | -10.3% |
| 6M | +6.4% | -8.0% | +14.4% | +7.3% |
| YTD | +5.0% | -8.7% | +13.7% | +5.9% |
| 1Y | +1.4% | -11.8% | +13.2% | +2.7% |
| 3Y | +336.8% | -24.0% | +360.8% | +336.0% |
| All | +696.9% | -60.5% | +757.4% | +807.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling