+61.2%
BROS vs MKC
-31.7%
+92.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.2% |
| 7D | -6.1% | -2.8% | -3.2% | -5.5% |
| 30D | -12.4% | -3.4% | -9.0% | -11.7% |
| 3M | -27.9% | +3.8% | -31.7% | -28.4% |
| 6M | -16.8% | -17.9% | +1.1% | -14.6% |
| YTD | -29.0% | -23.6% | -5.4% | -26.5% |
| 1Y | -33.2% | -23.1% | -10.1% | -30.8% |
| All | +61.2% | -31.7% | +92.9% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling