+19.4%
BRO vs MDY
+46.3%
-26.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -7.3% | -1.9% | -5.5% | -6.4% |
| 30D | -6.9% | -4.6% | -2.2% | -4.6% |
| 3M | +10.7% | -1.2% | +11.9% | +11.1% |
| 6M | -2.7% | +9.2% | -11.9% | -7.9% |
| YTD | -16.3% | +13.1% | -29.4% | -22.6% |
| 1Y | -29.1% | +13.0% | -42.1% | -34.5% |
| 3Y | -7.8% | +49.2% | -57.0% | -30.5% |
| All | +19.4% | +46.3% | -26.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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