+847.8%
MU vs AVGO
+470.9%
+376.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.6% |
| 7D | -22.0% | -9.9% | -12.1% | -14.9% |
| 30D | -36.6% | -22.0% | -14.6% | -22.9% |
| 3M | -21.7% | -30.0% | +8.3% | +2.2% |
| 6M | +3.5% | -30.7% | +34.3% | +38.5% |
| YTD | +141.9% | -14.7% | +156.6% | +177.9% |
| 1Y | +189.8% | -16.8% | +206.6% | +237.6% |
| 3Y | +855.4% | +244.4% | +610.9% | +263.1% |
| All | +847.8% | +470.9% | +376.9% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling