+97.3%
AVGO vs MUU
+2,520.2%
-2,422.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.4% | +0.8% |
| 7D | +1.0% | +3.6% | -2.5% | 0.0% |
| 30D | -13.3% | +22.3% | -35.6% | -17.5% |
| 3M | -2.9% | -8.2% | +5.3% | -9.8% |
| 6M | +5.7% | +256.3% | -250.6% | -33.4% |
| YTD | +4.6% | +534.4% | -529.8% | -46.4% |
| 1Y | -1.6% | +2,163.5% | -2,165.1% | -67.4% |
| All | +97.3% | +2,520.2% | -2,422.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 10y: compounded portfolio wealth divided by compounded MUU 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…
10y analysis · Full analysis span regression · 6 months rolling