+10.9%
MMM vs BROS
-40.8%
+51.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.9% |
| 7D | -0.8% | -2.5% | +1.7% | -0.5% |
| 30D | +14.4% | -11.2% | +25.7% | +15.9% |
| 3M | +1.8% | -33.9% | +35.7% | +6.2% |
| 6M | +31.3% | -33.5% | +64.8% | +34.2% |
| YTD | +18.0% | -44.9% | +62.9% | +23.4% |
| 1Y | +10.9% | -41.5% | +52.4% | +14.4% |
| All | +10.9% | -40.8% | +51.7% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling