+27.0%
BROS vs MKC
-31.2%
+58.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -6.7% | -5.9% | -0.8% | -5.5% |
| 30D | -29.1% | -0.9% | -28.2% | -28.9% |
| 3M | -16.7% | +12.7% | -29.4% | -18.6% |
| 6M | -11.6% | -19.3% | +7.7% | -8.5% |
| YTD | -23.9% | -22.2% | -1.8% | -20.8% |
| 1Y | -34.8% | -23.3% | -11.5% | -32.0% |
| 3Y | +62.1% | -30.0% | +92.1% | +71.3% |
| All | +27.0% | -31.2% | +58.2% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling