-15.1%
MP vs BROS
-50.1%
+35.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.5% |
| 7D | -10.5% | -21.2% | +10.7% | -5.6% |
| 30D | -23.5% | -11.6% | -12.0% | -21.8% |
| 3M | -25.4% | -36.7% | +11.2% | -17.3% |
| 6M | -51.3% | -42.8% | -8.4% | -45.4% |
| YTD | -29.9% | -44.8% | +14.9% | -21.1% |
| 1Y | -31.8% | -36.5% | +4.7% | -26.3% |
| 3Y | +127.0% | +27.0% | +100.0% | +80.8% |
| All | -15.1% | -50.1% | +35.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling