+106.2%
AVGO vs MULL
+2,561.4%
-2,455.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.8% | -11.6% | -2.0% |
| 7D | -3.0% | +17.3% | -20.3% | -6.1% |
| 30D | -14.4% | +23.5% | -37.9% | -18.6% |
| 3M | -14.4% | -24.0% | +9.6% | -17.9% |
| 6M | +13.1% | +276.7% | -263.6% | -29.5% |
| YTD | +3.8% | +565.1% | -561.3% | -47.1% |
| 1Y | +17.8% | +2,802.6% | -2,784.8% | -63.6% |
| All | +106.2% | +2,561.4% | -2,455.1% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling