-1.6%
MDLN vs BROS
-29.9%
+28.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.9% | +17.4% | +18.2% |
| 7D | +24.7% | +2.5% | +22.2% | +24.2% |
| 30D | +12.7% | +15.1% | -2.4% | +10.2% |
| 3M | -4.0% | -31.4% | +27.4% | +1.1% |
| 6M | -8.7% | -22.6% | +13.9% | -4.5% |
| YTD | -3.9% | -28.1% | +24.2% | +0.4% |
| All | -1.6% | -29.9% | +28.3% | +3.0% |
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 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