+37.0%
MDT vs BRO
+294.2%
-257.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.4% | -7.3% | +3.9% | -0.2% |
| 30D | +0.2% | -6.9% | +7.1% | +3.2% |
| 3M | +14.3% | +10.7% | +3.6% | +9.0% |
| 6M | +4.0% | -2.7% | +6.7% | +4.3% |
| YTD | -3.7% | -16.3% | +12.6% | +2.7% |
| 1Y | -0.4% | -29.1% | +28.7% | +14.2% |
| 3Y | +23.3% | -7.8% | +31.2% | +21.1% |
| 5Y | -18.9% | +18.7% | -37.6% | -32.7% |
| All | +37.0% | +294.2% | -257.2% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling