+27.0%
BROS vs MDY
+50.7%
-23.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -6.7% | +0.1% | -6.8% | -6.8% |
| 30D | -29.1% | -1.5% | -27.6% | -27.5% |
| 3M | -16.7% | +0.8% | -17.5% | -17.7% |
| 6M | -11.6% | +7.4% | -19.0% | -19.7% |
| YTD | -23.9% | +15.2% | -39.1% | -37.0% |
| 1Y | -34.8% | +16.5% | -51.3% | -46.8% |
| 3Y | +62.1% | +46.8% | +15.3% | -3.9% |
| All | +27.0% | +50.7% | -23.7% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling