+957.7%
AVGO vs MP
+240.8%
+716.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.0% | -4.4% | -9.5% |
| 7D | -15.5% | -19.0% | +3.5% | -12.5% |
| 30D | -22.4% | -30.5% | +8.0% | -17.8% |
| 3M | -30.2% | -29.6% | -0.6% | -26.5% |
| 6M | -31.6% | -50.4% | +18.9% | -24.3% |
| YTD | -15.3% | -33.2% | +17.9% | -11.4% |
| 1Y | -18.2% | -38.6% | +20.4% | -13.5% |
| 3Y | +241.2% | +105.5% | +135.7% | +171.9% |
| 5Y | +469.8% | -7.8% | +477.6% | +408.3% |
| All | +957.7% | +240.8% | +716.9% | +761.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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