+163.8%
MPC vs BROS
+25.7%
+138.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -16.2% | -21.2% | +5.0% | -15.0% |
| 30D | -15.7% | -11.6% | -4.2% | -15.1% |
| 3M | +24.9% | -36.7% | +61.6% | +28.0% |
| 6M | +52.7% | -42.8% | +95.5% | +56.7% |
| YTD | +131.9% | -44.8% | +176.7% | +138.0% |
| 1Y | +96.6% | -36.5% | +133.2% | +98.7% |
| 3Y | +163.8% | +27.0% | +136.8% | +158.8% |
| All | +163.8% | +25.7% | +138.1% | +158.8% |
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