+8.2%
MDB vs BROS
-30.1%
+38.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.9% |
| 7D | -4.5% | -6.6% | +2.1% | -3.8% |
| 30D | -14.0% | -12.3% | -1.6% | -12.6% |
| 3M | +5.3% | -22.2% | +27.5% | +8.2% |
| 6M | +31.9% | -14.3% | +46.2% | +30.5% |
| YTD | -14.6% | -26.6% | +12.0% | -15.3% |
| 1Y | +8.2% | -31.5% | +39.7% | +8.9% |
| All | +8.2% | -30.1% | +38.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling