+172.6%
MPC vs BRO
-7.6%
+180.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.8% | -7.3% | +9.1% | +2.2% |
| 30D | +14.0% | -6.9% | +20.9% | +14.4% |
| 3M | +52.2% | +10.7% | +41.6% | +50.6% |
| 6M | +75.8% | -2.7% | +78.5% | +75.8% |
| YTD | +146.3% | -16.3% | +162.6% | +150.4% |
| 1Y | +120.8% | -29.1% | +149.9% | +128.9% |
| 3Y | +172.6% | -7.8% | +180.5% | +182.4% |
| All | +172.6% | -7.6% | +180.3% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling