+31.2%
MCD vs BROS
+10.8%
+20.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.9% | +1.5% |
| 7D | +5.9% | -17.9% | +23.9% | +6.7% |
| 30D | +19.6% | -5.4% | +25.0% | +19.8% |
| 3M | +3.3% | -32.1% | +35.3% | +4.6% |
| 6M | +3.5% | -31.7% | +35.2% | +4.7% |
| YTD | -6.1% | -41.2% | +35.1% | -4.7% |
| 1Y | -3.7% | -32.6% | +28.9% | -2.7% |
| 3Y | +13.4% | +32.7% | -19.3% | +9.9% |
| 5Y | +25.2% | -44.2% | +69.4% | +22.2% |
| All | +31.2% | +10.8% | +20.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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