-13.9%
MP vs BROS
-46.9%
+33.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.9% |
| 7D | +11.0% | -2.5% | +13.5% | +11.7% |
| 30D | -11.7% | -11.2% | -0.5% | -9.7% |
| 3M | -30.8% | -33.9% | +3.1% | -23.9% |
| 6M | -42.9% | -33.5% | -9.4% | -38.5% |
| YTD | -25.9% | -44.9% | +19.1% | -16.5% |
| 1Y | -37.3% | -41.5% | +4.2% | -30.8% |
| 3Y | +150.7% | +22.4% | +128.2% | +101.9% |
| All | -13.9% | -46.9% | +33.0% | -17.1% |
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