+3,174.0%
MPC vs BRO
+523.5%
+2,650.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +4.9% |
| 7D | +3.9% | -5.4% | +9.2% | +7.0% |
| 30D | +33.8% | -4.3% | +38.1% | +36.7% |
| 3M | +49.9% | +17.8% | +32.0% | +34.0% |
| 6M | +80.9% | -6.8% | +87.7% | +84.0% |
| YTD | +147.4% | -13.8% | +161.2% | +162.2% |
| 1Y | +123.2% | -27.8% | +151.0% | +162.3% |
| 3Y | +171.7% | -4.7% | +176.4% | +150.6% |
| 5Y | +678.6% | +20.6% | +657.9% | +458.2% |
| 10Y | +1,134.0% | +293.7% | +840.3% | +267.2% |
| All | +3,174.0% | +523.5% | +2,650.5% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling