+19.7%
BROS vs MKC
-32.2%
+51.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -5.8% | -1.5% | -4.3% | -5.5% |
| 30D | -14.0% | -3.1% | -10.8% | -13.4% |
| 3M | -32.5% | +5.2% | -37.7% | -33.2% |
| 6M | -14.9% | -12.8% | -2.1% | -13.0% |
| YTD | -28.3% | -23.3% | -5.0% | -25.1% |
| 1Y | -34.0% | -24.1% | -9.9% | -31.0% |
| 3Y | +63.0% | -32.1% | +95.1% | +73.4% |
| All | +19.7% | -32.2% | +51.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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