+695.6%
AVGO vs MXL
+29.7%
+665.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.3% |
| 7D | +1.0% | +16.6% | -15.6% | -2.7% |
| 30D | -13.3% | +0.5% | -13.7% | -14.2% |
| 3M | -2.9% | -3.6% | +0.8% | -6.8% |
| 6M | +5.7% | +328.0% | -322.3% | -41.5% |
| YTD | +4.6% | +297.8% | -293.2% | -41.3% |
| 1Y | -1.6% | +339.4% | -341.1% | -47.4% |
| 3Y | +336.2% | +201.7% | +134.5% | +129.2% |
| 5Y | +695.6% | +32.8% | +662.9% | +456.2% |
| All | +695.6% | +29.7% | +665.9% | +456.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling