+4.5%
MP vs BROS
+7.7%
-3.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.3% | -20.4% | +22.7% | +6.9% |
| 30D | -15.3% | -6.1% | -9.2% | -14.6% |
| 3M | -33.5% | -29.4% | -4.1% | -29.0% |
| 6M | -45.5% | -31.5% | -14.0% | -42.3% |
| YTD | -27.3% | -42.8% | +15.5% | -20.2% |
| 1Y | -40.7% | -37.5% | -3.2% | -36.4% |
| 3Y | +145.9% | +27.2% | +118.7% | +109.7% |
| 5Y | -13.9% | -47.0% | +33.1% | -23.2% |
| All | +4.5% | +7.7% | -3.3% | -1.2% |
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