+19.7%
BROS vs MDY
+47.9%
-28.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | 0.0% |
| 7D | -5.8% | -1.9% | -3.9% | -3.3% |
| 30D | -14.0% | -4.6% | -9.3% | -8.1% |
| 3M | -32.5% | -1.2% | -31.3% | -31.5% |
| 6M | -14.9% | +9.2% | -24.1% | -24.4% |
| YTD | -28.3% | +13.1% | -41.3% | -39.0% |
| 1Y | -34.0% | +13.0% | -47.0% | -43.7% |
| 3Y | +63.0% | +49.2% | +13.7% | -5.8% |
| All | +19.7% | +47.9% | -28.2% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling