+9.4%
MMM vs BROS
-30.1%
+39.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -2.6% | -6.6% | +4.0% | -1.7% |
| 30D | -9.3% | -12.3% | +3.0% | -7.8% |
| 3M | +5.6% | -22.2% | +27.8% | +7.6% |
| 6M | +9.5% | -14.3% | +23.7% | +9.1% |
| YTD | +4.1% | -26.6% | +30.7% | +6.9% |
| 1Y | +9.4% | -31.5% | +40.9% | +23.1% |
| All | +9.4% | -30.1% | +39.5% | +23.1% |
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