+0.7%
MP vs BROS
+3.9%
-3.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.4% |
| 7D | -10.5% | -21.2% | +10.7% | -6.4% |
| 30D | -23.5% | -11.6% | -12.0% | -22.0% |
| 3M | -25.4% | -36.7% | +11.2% | -18.6% |
| 6M | -51.3% | -42.8% | -8.4% | -46.3% |
| YTD | -29.9% | -44.8% | +14.9% | -22.5% |
| 1Y | -31.8% | -36.5% | +4.7% | -27.1% |
| 3Y | +127.0% | +27.0% | +100.0% | +93.4% |
| 5Y | -3.3% | -50.3% | +47.0% | -13.5% |
| All | +0.7% | +3.9% | -3.2% | -4.1% |
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 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