+2,770.9%
AVGO vs MXL
+313.4%
+2,457.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -1.7% |
| 7D | +1.1% | +18.9% | -17.7% | -3.7% |
| 30D | -13.0% | +0.3% | -13.3% | -14.1% |
| 3M | -6.0% | -8.0% | +2.1% | -9.3% |
| 6M | +6.4% | +341.2% | -334.9% | -45.8% |
| YTD | +5.0% | +327.8% | -322.8% | -46.6% |
| 1Y | +1.4% | +364.9% | -363.5% | -50.6% |
| 3Y | +336.8% | +229.2% | +107.6% | +106.6% |
| 5Y | +698.2% | +42.8% | +655.4% | +373.4% |
| All | +2,770.9% | +313.4% | +2,457.6% | +888.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling