+117.2%
MPC vs BROS
-18.6%
+135.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.9% | -9.1% | -8.1% |
| 7D | -10.9% | +2.5% | -13.4% | -10.8% |
| 30D | -9.4% | +15.1% | -24.5% | -8.7% |
| 3M | +26.0% | -31.4% | +57.3% | +23.2% |
| 6M | +56.5% | -22.6% | +79.1% | +54.4% |
| YTD | +144.3% | -28.1% | +172.4% | +138.2% |
| 1Y | +117.2% | -20.3% | +137.5% | +112.1% |
| All | +117.2% | -18.6% | +135.8% | +112.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling