+31,416.6%
AVGO vs MTB
+555.4%
+30,861.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.6% |
| 30D | -14.4% | -4.2% | -10.2% | -13.1% |
| 3M | -14.4% | +8.9% | -23.3% | -17.6% |
| 6M | +13.1% | +10.9% | +2.3% | +7.8% |
| YTD | +3.8% | +21.5% | -17.7% | -4.9% |
| 1Y | +17.8% | +21.9% | -4.1% | +7.4% |
| 3Y | +325.3% | +109.2% | +216.0% | +206.6% |
| 5Y | +689.9% | +102.0% | +588.0% | +456.2% |
| 10Y | +2,597.0% | +171.9% | +2,425.1% | +1,363.4% |
| All | +31,416.6% | +555.4% | +30,861.2% | +11,429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling