+690.2%
BRO vs MKTX
+1,442.6%
-752.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -6.9% | +0.7% | -7.6% | -7.0% |
| 3M | +10.7% | +40.8% | -30.1% | +2.6% |
| 6M | -2.7% | -8.0% | +5.3% | -2.2% |
| YTD | -16.3% | -8.7% | -7.6% | -15.9% |
| 1Y | -29.1% | -11.8% | -17.2% | -28.3% |
| 3Y | -7.8% | -24.0% | +16.2% | -6.3% |
| 5Y | +18.7% | -60.3% | +79.1% | +34.5% |
| 10Y | +291.9% | +5.0% | +286.9% | +258.6% |
| All | +690.2% | +1,442.6% | -752.5% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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