+4,277.4%
MU vs AVGO
+2,389.9%
+1,887.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -4.1% |
| 7D | -15.2% | 0.0% | -15.2% | -14.6% |
| 30D | -29.5% | -8.2% | -21.3% | -24.1% |
| 3M | -15.8% | -21.3% | +5.5% | +1.1% |
| 6M | -2.9% | -22.5% | +19.7% | +19.7% |
| YTD | +154.2% | -3.6% | +157.8% | +165.2% |
| 1Y | +186.6% | -6.7% | +193.3% | +204.8% |
| 3Y | +871.5% | +258.1% | +613.3% | +239.7% |
| 5Y | +911.7% | +560.9% | +350.8% | +110.8% |
| 10Y | +4,277.4% | +2,475.6% | +1,801.7% | +260.9% |
| All | +4,277.4% | +2,389.9% | +1,887.4% | +260.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling