+18.4%
BROS vs MDY
+46.7%
-28.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.1% |
| 7D | -6.1% | -2.5% | -3.5% | -2.7% |
| 30D | -12.4% | -5.0% | -7.3% | -5.8% |
| 3M | -27.9% | +0.5% | -28.4% | -28.4% |
| 6M | -16.8% | +8.0% | -24.8% | -24.9% |
| YTD | -29.0% | +12.2% | -41.2% | -39.0% |
| 1Y | -33.2% | +14.0% | -47.2% | -43.7% |
| 3Y | +56.8% | +48.2% | +8.6% | -8.5% |
| All | +18.4% | +46.7% | -28.3% | -21.8% |
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