+25,535.5%
BRO vs MTB
+8,293.7%
+17,241.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -6.9% | -4.8% | -2.1% | -5.5% |
| 3M | +10.7% | +6.0% | +4.7% | +8.7% |
| 6M | -2.7% | +19.6% | -22.3% | -7.9% |
| YTD | -16.3% | +21.5% | -37.8% | -21.3% |
| 1Y | -29.1% | +24.7% | -53.8% | -33.9% |
| 3Y | -7.8% | +108.6% | -116.4% | -28.2% |
| 5Y | +18.7% | +106.7% | -88.0% | -9.7% |
| 10Y | +291.9% | +172.5% | +119.4% | +157.7% |
| All | +25,535.5% | +8,293.7% | +17,241.7% | +9,999.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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