+325.4%
AVGO vs MLM
+15.1%
+310.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.0% | -2.9% | 0.0% | -1.7% |
| 30D | -14.4% | -6.8% | -7.6% | -11.7% |
| 3M | -14.4% | -11.2% | -3.2% | -10.6% |
| 6M | +13.1% | -21.8% | +35.0% | +26.1% |
| YTD | +3.8% | -17.0% | +20.8% | +10.6% |
| 1Y | +17.8% | -16.4% | +34.1% | +24.4% |
| All | +325.4% | +15.1% | +310.3% | +276.0% |
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