+101.9%
MPC vs BROS
-34.1%
+135.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.6% | -2.0% | +4.7% |
| 7D | -9.4% | -17.9% | +8.5% | -9.8% |
| 30D | -14.3% | -5.4% | -9.0% | -14.0% |
| 3M | +31.1% | -32.1% | +63.2% | +28.8% |
| 6M | +60.3% | -31.7% | +91.9% | +57.9% |
| YTD | +142.5% | -41.2% | +183.7% | +135.2% |
| All | +101.9% | -34.1% | +135.9% | +95.2% |
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