-34.0%
MU vs AVGO
-20.0%
-14.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.1% |
| 7D | -22.0% | -9.9% | -12.1% | -8.6% |
| 30D | -36.6% | -22.0% | -14.6% | -11.5% |
| All | -34.0% | -20.0% | -14.0% | -8.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling