+191.2%
MPC vs BROS
+27.4%
+163.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +2.6% | -20.4% | +23.0% | +3.9% |
| 30D | -12.2% | -6.1% | -6.1% | -11.9% |
| 3M | +20.1% | -29.4% | +49.4% | +22.3% |
| 6M | +60.6% | -31.5% | +92.1% | +62.8% |
| YTD | +150.6% | -42.8% | +193.4% | +156.6% |
| 1Y | +104.7% | -37.5% | +142.1% | +107.4% |
| All | +191.2% | +27.4% | +163.9% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling