-32.5%
MDB vs BROS
+3.7%
-36.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.6% |
| 7D | +11.6% | -2.5% | +14.0% | +12.3% |
| 30D | -8.9% | -11.2% | +2.3% | -6.3% |
| 3M | -22.4% | -33.9% | +11.5% | -13.4% |
| 6M | +10.1% | -33.5% | +43.5% | +20.5% |
| YTD | -19.0% | -44.9% | +25.9% | -7.3% |
| 1Y | -7.0% | -41.5% | +34.5% | +3.9% |
| 3Y | -9.8% | +22.4% | -32.3% | -27.6% |
| 5Y | -40.1% | -45.7% | +5.6% | -44.3% |
| All | -32.5% | +3.7% | -36.2% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling