-4.0%
MP vs BROS
+6.4%
-10.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -21.4% | +15.4% | -1.6% |
| 7D | -19.0% | -21.4% | +2.4% | -15.1% |
| 30D | -30.5% | -11.5% | -19.0% | -29.1% |
| 3M | -29.6% | -47.4% | +17.8% | -20.5% |
| 6M | -50.4% | -39.5% | -10.9% | -46.0% |
| YTD | -33.2% | -43.5% | +10.3% | -26.5% |
| 1Y | -38.6% | -37.8% | -0.8% | -34.0% |
| 3Y | +105.5% | +30.5% | +75.0% | +74.1% |
| 5Y | -7.8% | -49.1% | +41.3% | -17.9% |
| All | -4.0% | +6.4% | -10.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling