Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MP vs BRO✓SelectedUSD · BROMP vs BRO performance historyLatest closeAs of-1.58%09/11
Stock and ETF performance explorer

MP vs BRO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+405.1%
BRO return
+68.5%
Excess return
+336.6%
Maximum drawdown
-82.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBROExcessAlpha
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%
YTD0.0%-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