+31,416.6%
AVGO vs MLM
+602.0%
+30,814.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | -14.4% | -11.2% | -3.2% | -10.7% |
| 6M | +13.1% | -21.8% | +35.0% | +24.8% |
| YTD | +3.8% | -17.0% | +20.8% | +10.8% |
| 1Y | +17.8% | -16.4% | +34.1% | +25.1% |
| 3Y | +325.3% | +14.5% | +310.8% | +290.0% |
| 5Y | +689.9% | +41.7% | +648.2% | +551.9% |
| 10Y | +2,597.0% | +200.0% | +2,397.0% | +1,380.5% |
| All | +31,416.6% | +602.0% | +30,814.6% | +10,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling