+30,513.3%
AVGO vs MO
+1,197.2%
+29,316.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | +18.2% | +3.3% | +14.8% | +17.1% |
| 30D | +0.2% | +7.5% | -7.3% | -1.9% |
| 3M | -16.8% | +22.8% | -39.6% | -21.8% |
| 6M | -16.5% | +13.4% | -29.8% | -20.5% |
| YTD | +0.8% | +43.0% | -42.2% | -11.9% |
| 1Y | +2.8% | +45.2% | -42.4% | -10.7% |
| 3Y | +278.5% | +145.5% | +133.0% | +155.7% |
| 5Y | +573.1% | +157.1% | +416.0% | +336.0% |
| 10Y | +2,598.7% | +153.3% | +2,445.3% | +1,528.3% |
| All | +30,513.3% | +1,197.2% | +29,316.1% | +5,509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling