+2,300.3%
AVGO vs MLM
+167.5%
+2,132.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.5% | +6.3% | +7.6% |
| 7D | -0.9% | -3.8% | +3.0% | +1.1% |
| 30D | -11.6% | +11.0% | -22.6% | -15.9% |
| 3M | -25.2% | -3.1% | -22.1% | -24.4% |
| 6M | -25.4% | -9.8% | -15.7% | -22.8% |
| YTD | -7.2% | -14.4% | +7.2% | -2.3% |
| 1Y | -7.9% | -12.6% | +4.7% | -4.0% |
| 3Y | +262.1% | +19.7% | +242.4% | +223.1% |
| 5Y | +525.7% | +29.8% | +495.9% | +428.4% |
| 10Y | +2,300.3% | +153.5% | +2,146.8% | +1,272.6% |
| All | +2,300.3% | +167.5% | +2,132.9% | +1,272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling