-19.2%
MDT vs BROS
+35.1%
-54.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.4% | -5.8% | +2.3% | -3.1% |
| 30D | +0.2% | -14.0% | +14.2% | +0.9% |
| 3M | +14.3% | -32.5% | +46.7% | +16.3% |
| 6M | +4.0% | -14.9% | +18.9% | +4.4% |
| YTD | -3.7% | -28.3% | +24.6% | -2.6% |
| 1Y | -0.4% | -34.0% | +33.6% | +1.1% |
| 3Y | +23.3% | +63.0% | -39.6% | +16.7% |
| All | -19.2% | +35.1% | -54.3% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling