-5.9%
MDB vs BROS
+25.7%
-31.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.2% |
| 7D | -11.4% | -21.2% | +9.9% | -6.9% |
| 30D | -13.8% | -11.6% | -2.3% | -11.9% |
| 3M | -15.5% | -36.7% | +21.2% | -7.3% |
| 6M | +17.9% | -42.8% | +60.8% | +30.5% |
| YTD | -25.5% | -44.8% | +19.4% | -17.7% |
| 1Y | -12.1% | -36.5% | +24.5% | -6.7% |
| 3Y | -5.9% | +27.0% | -32.8% | -12.6% |
| All | -5.9% | +25.7% | -31.6% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling