+15,253.6%
MU vs AVGO
+30,805.4%
-15,551.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVGO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +9.0% | -3.0% | +11.9% | +11.2% |
| 30D | +13.8% | -14.4% | +28.3% | +26.4% |
| 3M | +2.1% | -14.4% | +16.5% | +15.5% |
| 6M | +153.8% | +13.1% | +140.7% | +135.8% |
| YTD | +256.4% | +3.8% | +252.6% | +250.5% |
| 1Y | +719.8% | +17.8% | +702.0% | +630.1% |
| 3Y | +1,360.4% | +325.3% | +1,035.1% | +401.1% |
| 5Y | +1,312.4% | +689.9% | +622.5% | +211.9% |
| 10Y | +6,142.6% | +2,597.0% | +3,545.6% | +520.7% |
| All | +15,253.6% | +30,805.4% | -15,551.8% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling