+333.5%
MCK vs BROS
+35.1%
+298.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -2.9% | -5.8% | +2.8% | -2.8% |
| 30D | +0.4% | -14.0% | +14.4% | +0.8% |
| 3M | +12.1% | -32.5% | +44.6% | +13.2% |
| 6M | -5.4% | -14.9% | +9.5% | -5.3% |
| YTD | +7.8% | -28.3% | +36.1% | +8.5% |
| 1Y | +22.9% | -34.0% | +56.9% | +23.9% |
| 3Y | +110.7% | +63.0% | +47.8% | +104.0% |
| All | +333.5% | +35.1% | +298.4% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling