+10.5%
MCD vs BROS
+25.7%
-15.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | +7.1% | -21.2% | +28.4% | +8.0% |
| 30D | +19.8% | -11.6% | +31.3% | +20.2% |
| 3M | +0.8% | -36.7% | +37.5% | +2.2% |
| 6M | -1.3% | -42.8% | +41.5% | +0.2% |
| YTD | -7.8% | -44.8% | +37.1% | -6.3% |
| 1Y | -5.0% | -36.5% | +31.6% | -3.9% |
| 3Y | +10.5% | +27.0% | -16.4% | +9.0% |
| All | +10.5% | +25.7% | -15.1% | +9.0% |
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