+2,770.9%
AVGO vs MO
+114.7%
+2,656.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -13.0% | +7.1% | -20.1% | -14.2% |
| 3M | -6.0% | -2.0% | -4.0% | -6.2% |
| 6M | +6.4% | +7.3% | -0.9% | +3.3% |
| YTD | +5.0% | +23.5% | -18.5% | -1.8% |
| 1Y | +1.4% | +11.0% | -9.6% | -2.8% |
| 3Y | +336.8% | +95.0% | +241.8% | +240.5% |
| 5Y | +698.2% | +100.6% | +597.6% | +505.4% |
| All | +2,770.9% | +114.7% | +2,656.3% | +1,791.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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