+1,029.4%
MDB vs BRO
+191.8%
+837.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -1.8% | -7.3% | +5.6% | +2.8% |
| 30D | -17.3% | -6.9% | -10.4% | -13.9% |
| 3M | +2.2% | +10.7% | -8.5% | -4.9% |
| 6M | +33.9% | -2.7% | +36.6% | +34.2% |
| YTD | -13.7% | -16.3% | +2.6% | -5.8% |
| 1Y | +9.1% | -29.1% | +38.2% | +31.0% |
| 3Y | -8.1% | -7.8% | -0.3% | -13.5% |
| 5Y | -25.9% | +18.7% | -44.6% | -42.4% |
| All | +1,029.4% | +191.8% | +837.6% | +337.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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