-10.9%
MP vs BRO
+15.5%
-26.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.1% |
| 7D | +9.5% | -0.3% | +9.7% | +9.5% |
| 30D | -3.0% | +11.3% | -14.3% | -5.9% |
| 3M | -30.4% | +0.7% | -31.1% | -30.9% |
| 6M | -39.2% | +32.9% | -72.1% | -46.1% |
| YTD | -23.3% | -8.8% | -14.4% | -21.3% |
| 1Y | -32.6% | -9.2% | -23.4% | -31.1% |
| 3Y | +159.3% | +0.1% | +159.2% | +144.0% |
| All | -10.9% | +15.5% | -26.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling