+5,778.3%
MU vs AVGO
+2,755.2%
+3,023.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -3.8% |
| 7D | +7.2% | -0.3% | +7.5% | +7.2% |
| 30D | +14.0% | -13.8% | +27.8% | +26.8% |
| 3M | +5.4% | -6.9% | +12.3% | +12.1% |
| 6M | +170.3% | +11.9% | +158.3% | +151.3% |
| YTD | +250.7% | +6.9% | +243.8% | +235.9% |
| 1Y | +662.1% | +7.4% | +654.7% | +618.4% |
| 3Y | +1,341.2% | +345.6% | +995.6% | +320.6% |
| 5Y | +1,319.3% | +718.9% | +600.5% | +148.9% |
| 10Y | +5,778.3% | +2,755.4% | +3,022.9% | +325.9% |
| All | +5,778.3% | +2,755.2% | +3,023.1% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVGO.
Daily Out/Under-Performance
Portfolio return minus AVGO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVGO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AVGO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling