-6.8%
AVGO vs MXL
+276.5%
-283.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.1% | +9.1% | -0.6% |
| 7D | -7.5% | -24.3% | +16.9% | -4.3% |
| 30D | -10.2% | -46.1% | +35.9% | -3.7% |
| 3M | -22.0% | -21.8% | -0.2% | -20.3% |
| 6M | -21.6% | -27.2% | +5.6% | -20.4% |
| YTD | -5.4% | +226.2% | -231.6% | -32.6% |
| 1Y | -6.8% | +297.0% | -303.8% | -38.9% |
| All | -6.8% | +276.5% | -283.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling