+22.6%
BROS vs MKC
-32.0%
+54.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -6.6% | -4.3% | -2.3% | -5.7% |
| 30D | -12.3% | -3.1% | -9.2% | -11.7% |
| 3M | -22.2% | +6.8% | -29.0% | -23.2% |
| 6M | -14.3% | -18.3% | +4.1% | -11.4% |
| YTD | -26.6% | -23.1% | -3.5% | -23.4% |
| 1Y | -31.5% | -23.7% | -7.8% | -28.5% |
| 3Y | +62.3% | -31.0% | +93.3% | +72.0% |
| All | +22.6% | -32.0% | +54.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling