+278.5%
AVGO vs MO
+145.0%
+133.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -4.3% |
| 7D | +18.2% | +3.3% | +14.8% | +20.1% |
| 30D | +0.2% | +7.5% | -7.3% | +4.4% |
| 3M | -16.8% | +22.8% | -39.6% | -7.0% |
| 6M | -16.5% | +13.4% | -29.8% | -9.2% |
| YTD | +0.8% | +43.0% | -42.2% | +22.1% |
| 1Y | +2.8% | +45.2% | -42.4% | +25.6% |
| 3Y | +278.5% | +145.5% | +133.0% | +454.4% |
| All | +278.5% | +145.0% | +133.6% | +454.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling