-43.2%
MP vs BROS
-35.4%
-7.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.0% |
| 7D | -3.6% | -19.0% | +15.4% | 0.0% |
| 30D | -21.0% | -7.3% | -13.7% | -20.1% |
| 3M | -33.3% | -31.2% | -2.1% | -28.9% |
| 6M | -45.9% | -33.0% | -12.9% | -43.7% |
| YTD | -27.8% | -42.4% | +14.5% | -26.3% |
| 1Y | -43.2% | -37.7% | -5.5% | -39.4% |
| All | -43.2% | -35.4% | -7.8% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling