+150.9%
MP vs BRO
-7.2%
+158.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -2.0% |
| 7D | -0.7% | -7.6% | +6.9% | -0.9% |
| 30D | -0.7% | -6.9% | +6.2% | -0.8% |
| 3M | 0.0% | +12.8% | -12.8% | -2.0% |
| 6M | -10.0% | -5.9% | -4.1% | -8.2% |
| YTD | +7.5% | -15.9% | +23.4% | +12.1% |
| 1Y | -14.0% | -28.1% | +14.1% | -6.0% |
| All | +150.9% | -7.2% | +158.1% | +148.6% |
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