+117.2%
MPC vs BRO
-3.8%
+121.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.2% | -12.3% | -8.1% |
| 7D | -10.9% | +12.2% | -23.1% | -11.3% |
| 30D | -9.4% | +21.3% | -30.7% | -9.9% |
| 3M | +26.0% | +4.1% | +21.9% | +25.2% |
| 6M | +56.5% | +28.9% | +27.6% | +54.5% |
| YTD | +144.3% | -6.6% | +150.8% | +147.2% |
| 1Y | +117.2% | -5.6% | +122.8% | +121.7% |
| All | +117.2% | -3.8% | +121.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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