+241.9%
AVGO vs MLM
+20.9%
+221.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -5.2% | -5.3% | -8.1% |
| 7D | -15.5% | -1.2% | -14.3% | -14.9% |
| 30D | -22.4% | +7.9% | -30.4% | -25.1% |
| 3M | -30.2% | -4.5% | -25.7% | -28.8% |
| 6M | -31.6% | -12.6% | -18.9% | -27.7% |
| YTD | -15.3% | -14.9% | -0.4% | -10.8% |
| 1Y | -18.2% | -13.1% | -5.1% | -15.0% |
| All | +241.9% | +20.9% | +221.0% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling