-7.0%
MDB vs BROS
-40.8%
+33.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.0% |
| 7D | +11.6% | -2.5% | +14.0% | +11.9% |
| 30D | -8.9% | -11.2% | +2.3% | -7.2% |
| 3M | -22.4% | -33.9% | +11.5% | -18.3% |
| 6M | +10.1% | -33.5% | +43.5% | +14.5% |
| YTD | -19.0% | -44.9% | +25.9% | -19.1% |
| 1Y | -7.0% | -41.5% | +34.5% | -6.3% |
| All | -7.0% | -40.8% | +33.8% | -6.3% |
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