+159.3%
MP vs BRO
+0.9%
+158.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.7% |
| 7D | +9.5% | -0.3% | +9.7% | +9.4% |
| 30D | -3.0% | +11.3% | -14.3% | -2.3% |
| 3M | -30.4% | +0.7% | -31.1% | -30.1% |
| 6M | -39.2% | +32.9% | -72.1% | -40.5% |
| YTD | -23.3% | -8.8% | -14.4% | -19.5% |
| 1Y | -32.6% | -9.2% | -23.4% | -29.5% |
| 3Y | +159.3% | +0.1% | +159.2% | +202.4% |
| All | +159.3% | +0.9% | +158.4% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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