+10.2%
MP vs BROS
+10.5%
-0.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.1% |
| 7D | +9.5% | +6.3% | +3.2% | +8.1% |
| 30D | -3.0% | -8.3% | +5.4% | -1.7% |
| 3M | -30.4% | -29.8% | -0.6% | -25.6% |
| 6M | -39.2% | -25.8% | -13.4% | -36.7% |
| YTD | -23.3% | -41.4% | +18.1% | -16.3% |
| 1Y | -32.6% | -35.2% | +2.5% | -28.3% |
| 3Y | +159.3% | +32.8% | +126.5% | +119.0% |
| 5Y | -16.4% | -42.2% | +25.7% | -25.6% |
| All | +10.2% | +10.5% | -0.2% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling