+9.3%
MCD vs BROS
+22.6%
-13.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.3% |
| 7D | -1.6% | -2.5% | +0.9% | -1.5% |
| 30D | +16.0% | -11.2% | +27.3% | +16.5% |
| 3M | 0.0% | -33.9% | +33.9% | +1.3% |
| 6M | +0.9% | -33.5% | +34.4% | +2.1% |
| YTD | -8.7% | -44.9% | +36.2% | -7.3% |
| 1Y | -8.6% | -41.5% | +32.9% | -7.4% |
| All | +9.3% | +22.6% | -13.4% | +7.5% |
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