-29.3%
MDB vs BROS
+41.2%
-70.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -18.0% | -0.9% | -17.1% | -18.0% |
| 30D | -10.7% | -13.5% | +2.7% | -7.2% |
| 3M | +1.0% | -18.4% | +19.4% | +5.3% |
| 6M | +31.6% | -10.6% | +42.2% | +31.7% |
| YTD | -15.2% | -25.1% | +9.9% | -10.5% |
| 1Y | +10.1% | -28.6% | +38.8% | +16.8% |
| 3Y | -5.6% | +65.6% | -71.2% | -30.3% |
| All | -29.3% | +41.2% | -70.5% | -41.0% |
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