+405.1%
MP vs BRO
+68.5%
+336.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.4% | -7.3% | 0.0% | -5.4% |
| 30D | -6.7% | -6.9% | +0.2% | -5.0% |
| 3M | -11.7% | +10.7% | -22.3% | -16.3% |
| 6M | -18.9% | -2.7% | -16.2% | -19.4% |
| YTD | 0.0% | -16.3% | +16.3% | +5.0% |
| 1Y | -19.9% | -29.1% | +9.2% | -9.6% |
| 3Y | +133.4% | -7.8% | +141.2% | +126.5% |
| 5Y | +48.1% | +18.7% | +29.3% | +27.1% |
| All | +405.1% | +68.5% | +336.6% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling