+336.8%
AVGO vs MXL
+222.8%
+114.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -1.1% |
| 7D | +1.1% | +18.9% | -17.7% | -2.3% |
| 30D | -13.0% | +0.3% | -13.3% | -13.7% |
| 3M | -6.0% | -8.0% | +2.1% | -8.0% |
| 6M | +6.4% | +341.2% | -334.9% | -36.5% |
| YTD | +5.0% | +327.8% | -322.8% | -37.3% |
| 1Y | +1.4% | +364.9% | -363.5% | -41.9% |
| 3Y | +336.8% | +229.2% | +107.6% | +151.3% |
| All | +336.8% | +222.8% | +114.0% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling