+180.6%
MPC vs BROS
+63.0%
+117.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +5.4% | -6.7% | +12.1% | +5.8% |
| 30D | +31.0% | -29.1% | +60.0% | +33.4% |
| 3M | +46.0% | -16.7% | +62.7% | +46.8% |
| 6M | +77.3% | -11.6% | +88.9% | +76.8% |
| YTD | +141.9% | -23.9% | +165.8% | +143.9% |
| 1Y | +120.9% | -34.8% | +155.7% | +125.5% |
| All | +180.6% | +63.0% | +117.6% | +181.1% |
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 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