-1.5%
MCD vs BROS
+63.0%
-64.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.5% |
| 7D | -2.8% | -6.7% | +3.8% | -2.6% |
| 30D | -6.0% | -29.1% | +23.1% | -5.0% |
| 3M | -5.6% | -16.7% | +11.1% | -5.1% |
| 6M | -21.9% | -11.6% | -10.2% | -21.7% |
| YTD | -14.7% | -23.9% | +9.2% | -14.2% |
| 1Y | -17.3% | -34.8% | +17.5% | -16.6% |
| All | -1.5% | +63.0% | -64.6% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling