+110.0%
AVGO vs MULL
+2,620.5%
-2,510.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -2.2% |
| 7D | -0.8% | +14.8% | -15.6% | -3.6% |
| 30D | -13.7% | +36.6% | -50.3% | -19.6% |
| 3M | -6.9% | -8.9% | +1.9% | -13.3% |
| 6M | +5.8% | +311.9% | -306.2% | -35.3% |
| YTD | +5.7% | +579.8% | -574.2% | -46.4% |
| 1Y | +9.0% | +2,421.5% | -2,412.5% | -64.7% |
| All | +110.0% | +2,620.5% | -2,510.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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