-16.3%
MDT vs BROS
+43.3%
-59.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +3.2% | -6.7% | +9.9% | +3.6% |
| 30D | +9.5% | -29.1% | +38.6% | +11.2% |
| 3M | +16.0% | -16.7% | +32.7% | +16.8% |
| 6M | +0.2% | -11.6% | +11.8% | +0.4% |
| YTD | -0.3% | -23.9% | +23.6% | +0.6% |
| 1Y | +4.7% | -34.8% | +39.5% | +6.3% |
| 3Y | +26.5% | +62.1% | -35.5% | +19.9% |
| All | -16.3% | +43.3% | -59.7% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling