+711.1%
AVGO vs MTB
+103.4%
+607.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.8% | +1.1% | -1.8% | -1.1% |
| 30D | -13.7% | -4.6% | -9.1% | -12.5% |
| 3M | -6.9% | +6.3% | -13.2% | -9.0% |
| 6M | +5.8% | +15.6% | -9.8% | +0.2% |
| YTD | +5.7% | +20.6% | -14.9% | -1.6% |
| 1Y | +9.0% | +22.5% | -13.5% | +0.8% |
| 3Y | +340.5% | +114.4% | +226.1% | +237.0% |
| 5Y | +711.1% | +101.9% | +609.2% | +560.9% |
| All | +711.1% | +103.4% | +607.7% | +560.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling