-26.8%
MDB vs BROS
+43.3%
-70.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -17.4% | -6.7% | -10.8% | -15.9% |
| 30D | -2.0% | -29.1% | +27.0% | +7.5% |
| 3M | -3.0% | -16.7% | +13.7% | +0.5% |
| 6M | +48.7% | -11.6% | +60.3% | +49.2% |
| YTD | -12.1% | -23.9% | +11.8% | -7.8% |
| 1Y | +14.5% | -34.8% | +49.3% | +25.0% |
| 3Y | -6.1% | +62.1% | -68.2% | -30.1% |
| All | -26.8% | +43.3% | -70.1% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling