-7.9%
MDT vs BROS
+10.5%
-18.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +1.5% |
| 7D | +1.0% | +6.3% | -5.3% | +0.7% |
| 30D | +9.2% | -8.3% | +17.5% | +9.4% |
| 3M | +14.5% | -29.8% | +44.3% | +16.2% |
| 6M | +37.3% | -25.8% | +63.1% | +38.6% |
| YTD | +9.8% | -41.4% | +51.2% | +12.0% |
| 1Y | +10.5% | -35.2% | +45.7% | +12.1% |
| 3Y | +57.4% | +32.8% | +24.7% | +50.3% |
| 5Y | +1.2% | -42.2% | +43.3% | -1.8% |
| All | -7.9% | +10.5% | -18.3% | -10.7% |
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