+2,062.4%
AVGO vs MLM
+185.4%
+1,877.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.6% |
| 7D | -9.9% | -4.1% | -5.8% | -8.1% |
| 30D | -22.0% | +8.2% | -30.2% | -24.9% |
| 3M | -30.0% | -3.6% | -26.5% | -29.2% |
| 6M | -30.7% | -15.6% | -15.2% | -26.2% |
| YTD | -14.7% | -16.4% | +1.8% | -9.3% |
| 1Y | -16.8% | -14.3% | -2.4% | -12.6% |
| 3Y | +244.4% | +19.3% | +225.1% | +208.6% |
| 5Y | +474.0% | +29.6% | +444.4% | +387.3% |
| All | +2,062.4% | +185.4% | +1,877.0% | +1,197.8% |
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