+1,017.5%
MDB vs BRO
+193.3%
+824.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +2.1% |
| 7D | -4.5% | -7.6% | +3.1% | +0.2% |
| 30D | -14.0% | -6.9% | -7.1% | -10.5% |
| 3M | +5.3% | +12.8% | -7.5% | -3.2% |
| 6M | +31.9% | -5.9% | +37.7% | +34.9% |
| YTD | -14.6% | -15.9% | +1.3% | -7.0% |
| 1Y | +8.2% | -28.1% | +36.4% | +28.8% |
| 3Y | -5.0% | -7.0% | +2.0% | -11.1% |
| 5Y | -24.5% | +18.0% | -42.5% | -41.1% |
| All | +1,017.5% | +193.3% | +824.1% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling