+57.4%
MDT vs BROS
+30.6%
+26.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +1.6% |
| 7D | +1.0% | +6.3% | -5.3% | +0.8% |
| 30D | +9.2% | -8.3% | +17.5% | +9.3% |
| 3M | +14.5% | -29.8% | +44.3% | +15.5% |
| 6M | +37.3% | -25.8% | +63.1% | +38.1% |
| YTD | +9.8% | -41.4% | +51.2% | +11.1% |
| 1Y | +10.5% | -35.2% | +45.7% | +11.5% |
| 3Y | +57.4% | +32.8% | +24.7% | +57.3% |
| All | +57.4% | +30.6% | +26.8% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling